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Advanced MCMC Methods for Sampling on Diffusion Pathspace

Advanced MCMC Methods for Sampling on Diffusion Pathspace

28 March 2012
A. Beskos
K. Kalogeropoulos
E. Pazos
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Papers citing "Advanced MCMC Methods for Sampling on Diffusion Pathspace"

1 / 1 papers shown
Title
Inference for stochastic volatility models using time change
  transformations
Inference for stochastic volatility models using time change transformations
K. Kalogeropoulos
Gareth O. Roberts
P. Dellaportas
77
34
0
10 Nov 2007
1