Sequential parameter learning for Lévy-driven volatility models

WU Hengyu, ZHU Fumin, WEN Jinming, Aaron KIM

Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (3) : 556-569.

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中国科学院数学与系统科学研究院期刊网
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Systems Engineering - Theory & Practice ›› 2017, Vol. 37 ›› Issue (3) : 556-569. DOI: 10.12011/1000-6788(2017)03-0556-14

Sequential parameter learning for Lévy-driven volatility models

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{{article.zuoZheEn_L}}. {{article.title_en}}. Systems Engineering - Theory & Practice, 2017, 37(3): 556-569 https://doi.org/10.12011/1000-6788(2017)03-0556-14

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