Bayesian Inference for the Jump-Diffusion Model with<i>M</i>Jumps (Q2931585)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian Inference for the Jump-Diffusion Model with<i>M</i>Jumps |
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Bayesian Inference for the Jump-Diffusion Model with<i>M</i>Jumps (English)
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26 November 2014
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Bayesian inference
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mixture of normal distributions
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MCMC methods
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Merton model
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jump-diffusion processes
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Bernoulli jump-diffusion model
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latent variables
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