Professor Andrew Golightly andrew.golightly@durham.ac.uk
Professor
Bayesian Filtering for Jump-Diffusions With Application to Stochastic Volatility
Golightly, Andrew
Authors
Citation
Golightly, A. (2009). Bayesian Filtering for Jump-Diffusions With Application to Stochastic Volatility. Journal of Computational and Graphical Statistics, 18(2), https://doi.org/10.1198/jcgs.2009.07137
| Journal Article Type | Article |
|---|---|
| Publication Date | 2009 |
| Deposit Date | Feb 9, 2022 |
| Journal | Journal of Computational and Graphical Statistics |
| Print ISSN | 1061-8600 |
| Electronic ISSN | 1537-2715 |
| Publisher | American Statistical Association |
| Volume | 18 |
| Issue | 2 |
| DOI | https://doi.org/10.1198/jcgs.2009.07137 |
| Public URL | https://durham-repository.worktribe.com/output/1215823 |
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