Paper Review: “Parameter Estimation in a Stochastic Drift Hidden Markov Model with a Cap” by J....
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Paper Review : “Parameter Estimation in a Stochastic Drift Hidden Markov Model with a Cap” by J. Hernandez, D. Saunders & L. Seco Anatoliy Swishchuk Math & Comp Finance Lab, Dept of Math & Stat, U of C “Lunch at the Lab” Talk February 3, 2006
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Transcript of Paper Review: “Parameter Estimation in a Stochastic Drift Hidden Markov Model with a Cap” by J....
Paper Review: “Parameter Estimation in a
Stochastic Drift Hidden Markov Model with a Cap”
byJ. Hernandez, D. Saunders & L. Seco
Anatoliy Swishchuk
Math & Comp Finance Lab,
Dept of Math & Stat, U of C
“Lunch at the Lab” Talk
February 3, 2006