作者 David S. Bates
链接 http://onlinelibrary.wiley.com/doi/10.1002/9780470061602.eqf08016/abstract
2.题目 Optimal Filtering of Jump Diffusions: Extracting Latent States from Asset Prices
作者
- Michael S. Johannes,
- Nicholas G. Polson,
- and Jonathan R. Stroud
链接 http://rfs.oxfordjournals.org/content/early/2009/01/12/rfs.hhn110.full.pdf+html
谢谢


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