Two Dimensional Estimation of Stochastic Volatility in The Hull-White Model Using Nonlinear Filtering

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Two Dimensional Estimation of Stochastic Volatility in The Hull-White Model Using Nonlinear Filtering
 
Surya, B.A.
(2006) Utrecht University Repository
(Conference lecture)
Abstract
Application to pricing any contingent claims, risk management
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Open Access version via Utrecht University Repository
 
Note: RODEO Workshop, 10 February 2006, Utrecht
 
 
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