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A Note on Parameter Estimation...
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Monte Carlo valuation of interest rate derivatives under stochastic volatility
Clewlow, Les
- In:
The journal of fixed income
7
(
1997
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3
,
pp. 35-45
Persistent link: https://www.econbiz.de/10001233944
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Parameterisation and efficient MCMC estimation of non-Gaussian state space models
Strickland, Chris
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Martin, Gael M.
;
Forbes, Catherine …
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2006
Persistent link: https://www.econbiz.de/10003433826
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