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
Keywords :
Lévy process , Stochastic Volatility , Particle filter , Kalman filter
Journal title :
Computational Statistics and Data Analysis
Journal title :
Computational Statistics and Data Analysis
