文献
J-GLOBAL ID:201702238330740894
整理番号:17A1632510
一貫した拡張Kalmanフィルタに基づくHestonモデルのパラメータ推定【Powered by NICT】
Parameter Estimations of Heston Model Based on Consistent Extended Kalman Filter
著者 (4件):
Wang Ximei
(Key Laboratory of System and Control, Academy of Mathematics and System Science, Chinese Academy of Sciences, Beijing, 100190 P.R. China)
,
He Xingkang
(Key Laboratory of System and Control, Academy of Mathematics and System Science, Chinese Academy of Sciences, Beijing, 100190 P.R. China)
,
Zhao Yanlong
(Key Laboratory of System and Control, Academy of Mathematics and System Science, Chinese Academy of Sciences, Beijing, 100190 P.R. China)
,
Zuo Zhiqiang
(School of Electrical Engineering and Automation, Tianjin University)
資料名:
IFAC PapersOnLine
(IFAC PapersOnLine)
巻:
50
号:
1
ページ:
14100-14105
発行年:
2017年
JST資料番号:
W3101A
ISSN:
2405-8963
資料種別:
逐次刊行物 (A)
記事区分:
原著論文
発行国:
オランダ (NLD)
言語:
英語 (EN)