Estimation of hyperbolic diffusion using the markov chain monte carlo method

Quantitative Finance

Volumn 4, Issue 2, 2004, Pages 158-169

  Tse, Y K ^a   Zhang, Xibin ^b   Yu, Jun ^c  

^a SINGAPORE MANAGEMENT UNIVERSITY   (Singapore)

^b MONASH UNIVERSITY   (Australia)

^c UNIVERSITY OF AUCKLAND   (New Zealand)

Author keywords

[No Author keywords available]

Indexed keywords

EID: 2442556119     PISSN: 14697688     EISSN: 14697696     Source Type: Journal    
DOI: 10.1080/14697680400000020     Document Type: Article

References (20)

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