Browsing by Subject Hamilton filter
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Issue Date | Title | Author(s) |
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2010 | Regime switching volatility calibration by the Baum-Welch method | Mitra, S; Date, P |
Issue Date | Title | Author(s) |
---|---|---|
2010 | Regime switching volatility calibration by the Baum-Welch method | Mitra, S; Date, P |