Comparing stochastic volatility models through Monte Carlo simulations (Q959262)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Comparing stochastic volatility models through Monte Carlo simulations |
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Comparing stochastic volatility models through Monte Carlo simulations (English)
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11 December 2008
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jump diffusion
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stochastic volatility
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MCMC
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particle filters
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Bayes factor
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VaR
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