Azencott, Robert; Gadhyan, Yutheeka Accurate parameter estimation for coupled stochastic dynamics. (English) Zbl 1186.60064 Discrete Contin. Dyn. Syst. 2009, Suppl., 44-53 (2009). MSC: 60H35 60H10 62F12 91G20 PDFBibTeX XMLCite \textit{R. Azencott} and \textit{Y. Gadhyan}, Discrete Contin. Dyn. Syst. 2009, 44--53 (2009; Zbl 1186.60064)
Leung, Andrew Y. T.; Xu, Jia-na; Tsui, Wing Shum A heterogeneous boundedly rational expectation model for housing market. (English) Zbl 1180.91140 Appl. Math. Mech., Engl. Ed. 30, No. 10, 1305-1316 (2009). MSC: 91B25 91B24 91B69 PDFBibTeX XMLCite \textit{A. Y. T. Leung} et al., Appl. Math. Mech., Engl. Ed. 30, No. 10, 1305--1316 (2009; Zbl 1180.91140) Full Text: DOI
Kawai, Reiichiro Sensitivity analysis and density estimation for the Hobson-Rogers stochastic volatility model. (English) Zbl 1179.91262 Int. J. Theor. Appl. Finance 12, No. 3, 283-295 (2009). Reviewer: Pedro A. Morettin (São Paulo) MSC: 91G70 91G80 PDFBibTeX XMLCite \textit{R. Kawai}, Int. J. Theor. Appl. Finance 12, No. 3, 283--295 (2009; Zbl 1179.91262) Full Text: DOI