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2016
Bayesian inference on stochastic volatility models of the stock market
Luo Lingling
2011
Option pricing model for a stochastic volatility levy process with stochastic interest rate
Sarisa Pinkham
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Author
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Luo Lingling
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Sarisa Pinkham
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Auxiliary particle filter
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Bayesian inference
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E-mssv model
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Garch-type model
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Generalized
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Levy process
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MCS test
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Option pricing
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Date issued
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2011
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2016
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