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"Parameter Estimation for Stock Models with Non-Constant Volatility Using ..."

Markus Hahn, Wolfgang Putschögl, Jörn Sass (2006)

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DOI: 10.1007/978-3-540-69995-8_38

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Markus Hahn, Wolfgang Putschögl, Jörn Sass:
Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods. OR 2006: 227-232

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