"Méthodes de Monte Carlo EM et approximations particulaires : ..."

Mouhamad M. Allaya (2013)

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metadata version: 2020-07-21

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Mouhamad M. Allaya:
Méthodes de Monte Carlo EM et approximations particulaires : Application à la calibration d'un modèle de volatilité stochastique. (Monte Carlo EM methods and Particle approximations: Application to the calibration of a stochastic volatility model.). Pantheon-Sorbonne University, Paris, France, 2013

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