✦ LIBER ✦

Bayesian inference for non-Gaussian Ornstein–Uhlenbeck stochastic volatility processes

✍ Scribed by Gareth O. Roberts; Omiros Papaspiliopoulos; Petros Dellaportas

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Indirect inference methods for stochasti

✍ Arvid Raknerud; Øivind Skare 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 443 KB

The Ornstein–Uhlenbeck Dirichlet process

✍ J.E. Griffin 📂 Article 📅 2011 🏛 Elsevier Science 🌐 English ⚖ 552 KB

Merton's portfolio optimization problem

✍ Fred Espen Benth; Kenneth Hvistendahl Karlsen; Kristin Reikvam 📂 Article 📅 2003 🏛 John Wiley and Sons 🌐 English ⚖ 291 KB