Fitting general stochastic volatility models using Laplace accelerated sequential importance sampling
Work
Year: 2011
Type: article
Authors Tore Selland Kleppe, Hans J. Skaug
Institution University of Bergen
Cites: 71
Cited by: 12
Related to: 10
FWCI: 1.466
Citation percentile (by year/subfield): 85.33
Subfield: Finance
Domain: Social Sciences
Open Access status: closed