Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (Q2445712)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes |
scientific article |
Statements
Bayesian inference with stochastic volatility models using continuous superpositions of non-Gaussian Ornstein-Uhlenbeck processes (English)
0 references
14 April 2014
0 references
0 references
0 references
0 references
0 references
0 references