Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (Q1927096): Difference between revisions
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Revision as of 08:20, 28 February 2024
scientific article
| Language | Label | Description | Also known as |
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| English | Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling |
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Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling (English)
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30 December 2012
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accelerated sequential importance sampling
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Heston model
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Laplace importance sampler
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simulated maximum likelihood
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stochastic volatility
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