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  • Search: subject:"sequentialBayesian learning"
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Subject
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ARCH model 1 ARCH-Modell 1 Learning process 1 Lernprozess 1 Lévy-GARCH models 1 Markov chain 1 Markov chain Monte Carlo 1 Markov-Kette 1 Monte Carlo simulation 1 Monte-Carlo-Simulation 1 Option pricing theory 1 Optionspreistheorie 1 option pricing 1 particle filtering 1 sequentialBayesian learning 1
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Article in journal 1 Aufsatz in Zeitschrift 1
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English 1
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Bianchi, Michele Leonardo 1 Fabozzi, Frank J. 1 Kim, Young Shin 1 Wu, Hengyu 1 Zhu, Fumin 1
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Studies in nonlinear dynamics and econometrics : SNDE ; quarterly publ. electronically on the internet 1
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ECONIS (ZBW) 1
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Learning for infinitely divisible GARCH models in option pricing
Zhu, Fumin; Bianchi, Michele Leonardo; Kim, Young Shin; … - In: Studies in nonlinear dynamics and econometrics : SNDE ; … 25 (2021) 3, pp. 35-62
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