Detection of Mispricing in the Black–Scholes PDE Using the Derivative-Free Nonlinear Kalman Filter
Crossref DOI link: https://doi.org/10.1007/s10614-016-9575-2
Published Online: 2016-04-16
Published Print: 2017-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Rigatos, G.
Zervos, N.
Funding for this research was provided by:
Unit of Industrial Automation / Industrial Systems Institute (Ref No 5352 / Nonlinear Control and Filtering)
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