The following pages link to (Q5301786):
Displaying 9 items.
- Bayesian inference for Heston-STAR models (Q518236) (← links)
- Bayesian estimation of stochastic volatility models based on OU processes with marginal gamma law (Q734413) (← links)
- Bayesian estimation of an extended local scale stochastic volatility model (Q737916) (← links)
- Bayesian parameter estimation and prediction in mean reverting stochastic diffusion models (Q1000051) (← links)
- Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759) (← links)
- Bayesian parameter inference for models of the Black and Scholes type (Q3552646) (← links)
- Efficient Bayesian Inference for Nonlinear State Space Models With Univariate Autoregressive State Equation (Q5066000) (← links)
- Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation (Q5220864) (← links)
- Bayesian Estimation and Prediction of Stochastic Volatility Models via INLA (Q5252859) (← links)
