https://github.com/jramkiss/filtering-jump-diffusion

Bayesian filtering of jump diffusions. Final project for Stat 906
https://github.com/jramkiss/filtering-jump-diffusion

Last synced: about 2 months ago
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Bayesian filtering of jump diffusions. Final project for Stat 906

• Host: GitHub
• URL: https://github.com/jramkiss/filtering-jump-diffusion
• Owner: jramkiss
• Created: 2022-12-12T05:35:10.000Z (about 2 years ago)
• Default Branch: main
• Last Pushed: 2022-12-12T15:25:55.000Z (about 2 years ago)
• Last Synced: 2023-03-03T07:01:55.156Z (almost 2 years ago)
• Language: Python
• Size: 15.6 KB
• Stars: 0
• Watchers: 2
• Forks: 0
• Open Issues: 0

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