SSRN Electronic Journal · 2012 · 25 citations · 50 references
ComputingEconomicsFinanceAsset PricingFinancial EconomicsPricing TheoryAsset Pricing EmpiricsBayesian FilteringDynamic Economic ModelsKalman FilteringParticle FilteringState-space ModelsExtended Kalman FilterExtended Kalman FilteringNonlinear Price DynamicsState VariablesSwap ValuationUnscented Kalman FilterUnscented Kalman FilteringUnscented Particle Filtering
50
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