Estimating volatility and model parameters of stochastic volatility models with jumps using particle filter
2008 ◽
Vol 41
(2)
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pp. 6490-6495
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2017 ◽
Vol 20
(08)
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pp. 1750055
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Proceedings of the ISCIE International Symposium on Stochastic Systems Theory and its Applications
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2008 ◽
Vol 2008
(0)
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pp. 8-13
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2020 ◽
pp. 1-30
2014 ◽
Vol 21
(8)
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pp. 923-927
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2020 ◽
Vol 07
(04)
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pp. 2050042
2020 ◽
Vol 13
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pp. 84-105
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2015 ◽
Vol 34
(2)
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pp. 227-242