Sequential Monte Carlo methods for stochastic volatility models: a review (Q3008580)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Sequential Monte Carlo methods for stochastic volatility models: a review |
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Sequential Monte Carlo methods for stochastic volatility models: a review (English)
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22 June 2011
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sequential Monte Carlo methods
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particle filter
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stochastic volatility model
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option pricing
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estimation
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