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Title: フィルタリングの手法の多変量への拡張とその応用 (ファイナンスの数理解析とその応用)
Authors: 井上, 昭彦  KAKEN_name
笠原, 雪夫  KAKEN_name
Pourahmadi, Mohsen
Author's alias: Inoue, Akihiko
Kasahara, Yukio
Issue Date: Dec-2012
Publisher: 京都大学数理解析研究所
Journal title: 数理解析研究所講究録
Volume: 1818
Start page: 158
End page: 162
URI: http://hdl.handle.net/2433/194607
Appears in Collections:Financial Modeling and Analysis

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