Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo (Q2911650)
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scientific article; zbMATH DE number 6075205
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| English | Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo |
scientific article; zbMATH DE number 6075205 |
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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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Inference for Lévy-driven stochastic volatility models via adaptive sequential Monte Carlo (English)
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0.7986025810241699
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0.7959588766098022
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0.791671872138977
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0.7862734794616699
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0.7834494709968567
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