Inference for Lévy-Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo

✍ Scribed by AJAY JASRA; DAVID A. STEPHENS; ARNAUD DOUCET; THEODOROS TSAGARIS

• Book ID: 111009003
• Publisher: John Wiley and Sons
• Year: 2010
• Tongue: English
• Weight: 836 KB
• Volume: 38
• Category: Article
• ISSN: 0303-6898
• DOI: 10.1111/j.1467-9469.2010.00723.x