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Search: subject_exact:"Markov process"
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The Oxford handbook of credit derivatives
Lipton, Alexander
(
ed.
);
Rennie, Andrew
(
ed.
)
-
2011
Persistent link: https://www.econbiz.de/10008657137
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2
MCMC methods for estimating stochastic volatility models with leverage effects : comments on Jacquier, Polson and Rossi (2002)
Yu, Jun
-
2002
Persistent link: https://www.econbiz.de/10001722236
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3
Networks, topology and dynamics : theory and applications to economics and social systems
Naimzada, Ahmad
(
contributor
);
Naimzada, Ahmad K.
(
ed.
)
-
2009
Persistent link: https://www.econbiz.de/10003688669
Saved in:
4
Stochastic processes : modelling and simulation
Shanbhag, D. N.
(
contributor
); …
-
2003
-
1. ed.
Persistent link: https://www.econbiz.de/10001711454
Saved in:
5
Bayesian analysis of stochastic volatility models
Jacquier, Eric
;
Polson, Nicholas G.
;
Rossi, Peter E.
- In:
Journal of business & economic statistics : JBES ; a …
20
(
2002
)
1
,
pp. 69-87
Persistent link: https://www.econbiz.de/10001639881
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