• Title of article

    Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models

  • Author/Authors

    Drew D. Creal، نويسنده ,

  • Issue Information
    روزنامه با شماره پیاپی سال 2008
  • Pages
    14
  • From page
    2863
  • To page
    2876
  • Keywords
    Lévy process , Stochastic Volatility , Particle filter , Kalman filter
  • Journal title
    Computational Statistics and Data Analysis
  • Serial Year
    2008
  • Journal title
    Computational Statistics and Data Analysis
  • Record number

    308402

    • Link To Document
    https://search.isc.ac/dl/search/defaultta.aspx?DTC=10&DC=308402