Bayesian Inference for the Jump-Diffusion Model with<i>M</i>Jumps (Q2931585): Difference between revisions

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Latest revision as of 08:13, 9 July 2024

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Bayesian Inference for the Jump-Diffusion Model with<i>M</i>Jumps
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    Bayesian Inference for the Jump-Diffusion Model with<i>M</i>Jumps (English)
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    26 November 2014
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    Bayesian inference
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    mixture of normal distributions
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    MCMC methods
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    Merton model
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    jump-diffusion processes
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    Bernoulli jump-diffusion model
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    latent variables
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