Lie Groups, Lie Algebras, and Representations: An Elementary Introduction

By Brian C. Hall. 2004

132 citations recorded by the source corpus.

View Paper: https://www.semanticscholar.org/paper/c61f430b63ab6106739800d17a41d2edbbb2b0c7

Citations in the corpus

• Estimating the Wishart Affine Stochastic Correlation Model using the empirical characteristic function (2014, unknown): “Moreover, the existence of unobservable factors such as the volatility process in the Heston (1993) model makes it difficult – if not impossible – to estimate such models using a conditional maximum likelihood approach.”