"Fitting general stochastic volatility models using Laplace accelerated ..."

Tore Selland Kleppe, Hans Julius Skaug (2012)

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DOI: 10.1016/J.CSDA.2011.05.007

access: closed

type: Journal Article

metadata version: 2020-02-18

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Tore Selland Kleppe, Hans Julius Skaug:
Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling. Comput. Stat. Data Anal. 56(11): 3105-3119 (2012)

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