Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods
Merkle, Milan, F. Saporito, Yuri, S. Targino, RodrigoVolume:
156
Language:
english
Journal:
Statistics & Probability Letters
DOI:
10.1016/j.spl.2019.108600
Date:
January, 2020
File:
PDF, 742 KB
english, 2020