Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo (Q2911650): Difference between revisions
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo |
scientific article |
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Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo (English)
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1 September 2012
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Markov chain Monte Carlo
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sequential Monte Carlo
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stochastic volatility
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