Robert Liptser

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Papers (3)

1. A filtering approach to tracking volatility from prices observed at random times math.PR · 2006 · author #2
2. A filtering approach to tracking volatility from prices observed at random times math.PR · 2005 · author #2
3. Stability of nonlinear filters in nonmixing case math.PR · 2003 · author #2

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Frequent Coauthors

• Boris Rozovskii 2 shared papers
• Jaksa Cvitanic 1 shared papers
• Jak\v{s}a Cvitani\'c 1 shared papers
• Pavel Chigansky 1 shared papers