A comparison of biased simulation schemes for stochastic volatility models

R Lord, R Koekkoek, Dick van Dijk

Research output: Book/Report/Inaugural speech/Farewell speech › Report › Academic

Original language	Undefined/Unknown
Place of Publication	3000 DR Rotterdam
Number of pages	21
Edition	Tinbergen Institute Discussion Papers 2006-046/4
Publication status	Published - 2006

Series	Tinbergen Institute Discussion Papers
Volume	2006-046/4

Cite this

@book{171b499dcb4c4a369028af7b0b169ff4,

title = "A comparison of biased simulation schemes for stochastic volatility models",

author = "R Lord and R Koekkoek and {van Dijk}, Dick",

year = "2006",

language = "Undefined/Unknown",

series = "Tinbergen Institute Discussion Papers",

publisher = "Tinbergen Institute",

edition = "Tinbergen Institute Discussion Papers 2006-046/4",

}