Learning for infinitely divisible GARCH models in option pricing (Q2699614): Difference between revisions
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Revision as of 08:07, 5 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Learning for infinitely divisible GARCH models in option pricing |
scientific article |
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Learning for infinitely divisible GARCH models in option pricing (English)
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19 April 2023
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Lévy-GARCH models
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Markov chain Monte Carlo
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option pricing
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particle filtering
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sequential Bayesian learning
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