NDLTD Global ETD Search
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  • About
  • The Global ETD Search service is a free service for researchers to find electronic theses and dissertations. This service is provided by the Networked Digital Library of Theses and Dissertations.
    Our metadata is collected from universities around the world. If you manage a university/consortium/country archive and want to be added, details can be found on the NDLTD website.

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Estimation des modèles à volatilité stochastique par l’entremise du modèle à chaîne de Markov cachée

Hounkpe, Jean 01 1900 (has links)
No description available.
Volatilité stochastique
Modèle à chaîne de Markov cachée
Filtrage nonlinéaire et non-gaussien
Intégration numérique
Maximum de vraisemblance
Filtre particulaires
Effet de levier
Sauts
Stochastic volatility
Hidden Markov model
Non-linear and non-Gaussian filtering
Numerical integration
Maximum likelihood
Particle filter
Leverage effect
Jumps

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