scientific article; zbMATH DE number 5280148
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Publication:3498091
Authors: Jonathan R. Stroud, P. Müller, Nicholas G. Polson
Publication date: 28 May 2008
Title of this publication is not available (Why is that?)
Cited In (5)
- On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method
- Bayesian inference for nonlinear multivariate diffusion models observed with error
- Inference for stochastic volatility models using time change transformations
- A simulation approach to optimal stopping under partial information
- Filtering and estimation for a class of stochastic volatility models with intractable likelihoods
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