"Identification of bates stochastic volatility model by using non-central ..."

Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha (2012)

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DOI: 10.1109/ICASSP.2012.6288771

access: closed

type: Conference or Workshop Paper

metadata version: 2021-08-16

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Shin Ichi Aihara, Arunabha Bagchi, Saikat Saha:
Identification of bates stochastic volatility model by using non-central chi-square random generation method. ICASSP 2012: 3905-3908

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