A
Alireza Javaheri
Publications - 3
Citations - 38
Alireza Javaheri is an academic researcher. The author has contributed to research in topics: Forward volatility & Volatility smile. The author has an hindex of 2, co-authored 3 publications receiving 36 citations.
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Filtering in Finance
TL;DR: In this paper, the authors present an introduction to various Filtering algorithms and some of their applications to the world of Quantitative Finance, and mention the fundamental case of Gaussian noises where they obtain the well-known Kalman Filter.