Jeffrey Liebner
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Person:5220862
List of research outcomes
This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!
| Publication | Date of Publication | Type |
|---|---|---|
| Bayesian estimation of stochastic volatility jump diffusion model parameters using S&P 500 and VIX data Journal of Statistical Computation and Simulation | 2025-06-26 | Paper |
| Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation Journal of Statistical Computation and Simulation | 2020-03-27 | Paper |
Research outcomes over time
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