4. Mathematics
  5. Probability

Andrew Papanicolaou

Mathematics – Probability

Scientist

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Implied Probability Measures of Volatility

Economy – Quantitative Finance – Pricing of Securities
Scientific paper

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Nonlinear Filters for Hidden Markov Models of Regime Change with Fast Mean-Reverting States

Mathematics – Probability
Scientific paper

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Profile ID: LFWR-SCP-P-106284

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