Comparing stochastic volatility models through Monte Carlo simulations
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Publication:959262
DOI10.1016/j.csda.2005.02.004zbMath1445.62259OpenAlexW1999523778MaRDI QIDQ959262
Silvano Bordignon, Davide Raggi
Publication date: 11 December 2008
Published in: Computational Statistics and Data Analysis (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.csda.2005.02.004
Computational methods for problems pertaining to statistics (62-08) Applications of statistics to actuarial sciences and financial mathematics (62P05) Statistical methods; risk measures (91G70) Bayesian inference (62F15)
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Uses Software
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