Calibration of Stochastic Volatility Models Using Particle Markov Chain Monte Carlo Methods
Author | : |
Publisher | : |
Total Pages | : 43 |
Release | : 2011 |
ISBN-10 | : OCLC:939821651 |
ISBN-13 | : |
Rating | : 4/5 ( Downloads) |
Book Synopsis Calibration of Stochastic Volatility Models Using Particle Markov Chain Monte Carlo Methods by :
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