Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
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Publication:2676916
Cites work
- scientific article; zbMATH DE number 2006037 (Why is no real title available?)
- scientific article; zbMATH DE number 4001209 (Why is no real title available?)
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Cited in
(5)- Weak solutions to gamma-driven stochastic differential equations
- Nonparametric Bayesian inference for stochastic processes with piecewise constant priors
- Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law
- Nonparametric Bayesian volatility estimation for gamma-driven stochastic differential equations
- Discussion of “Sequential Bayesian learning for stochastic volatility with variance‐gamma jumps in returns”
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