Pages that link to "Item:Q2229879"
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The following pages link to McMC estimation of multiscale stochastic volatility models with applications (Q2229879):
Displaying 5 items.
- Comparison of MCMC methods for estimating stochastic volatility models (Q816059) (← links)
- Block sampler and posterior mode estimation for asymmetric stochastic volatility models (Q1023620) (← links)
- Monte Carlo calibration to implied volatility surface under volatility models (Q1684770) (← links)
- (Q3418532) (← links)
- Monte Carlo Likelihood Estimation for Three Multivariate Stochastic Volatility Models (Q5485110) (← links)