A comparison of biased simulation schemes for stochastic volatility models

R Lord, R Koekkoek, Dick van Dijk

Research output: Book/Report/Inaugural speech/Farewell speechReportAcademic

Original languageUndefined/Unknown
Place of Publication3000 DR Rotterdam
Number of pages21
EditionTinbergen Institute Discussion Papers 2006-046/4
Publication statusPublished - 2006

Publication series

SeriesTinbergen Institute Discussion Papers
Volume2006-046/4

Research programs

  • EUR ESE 31

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