Identification of bates stochastic volatility model by using non-central chi-square random generation method - researchr publication authors

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Shin'ichi Aihara, Arunabha Bagchi, Saikat Saha. Identification of bates stochastic volatility model by using non-central chi-square random generation method. In 2012 IEEE International Conference on Acoustics, Speech and Signal Processing, ICASSP 2012, Kyoto, Japan, March 25-30, 2012. pages 3905-3908, IEEE, 2012. [doi]

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