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"Adaptive Filtering for Stochastic Volatility by using Exact Sampling."

Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha (2013)

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DOI: 10.5220/0004454703260335

access: closed

type: Conference or Workshop Paper

metadata version: 2021-08-16

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  dblp key:
  - conf/icinco/AiharaBS13
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Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha:
Adaptive Filtering for Stochastic Volatility by using Exact Sampling. ICINCO (1) 2013: 326-335

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