Discrete Time Stochastic Volatility Model
Year of publication: |
2009-07-03
|
---|---|
Authors: | Tang, Guojing |
Other Persons: | Madan, Dilip (contributor) ; Kedem, Benjamin (contributor) |
Subject: | Statistics | Mathematics | Concave distortion | Particle Filter | State Space Model | Stochastic Volatility | Volatility Swap |
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