Stochastic volatility origins and overview
N Shephard, TG Andersen - Handbook of financial time series, 2009 - Springer
… 4.2 Simulation–based inference Within the last two decades, a number of scholars have started to develop and apply simulation-based inference devices to tackle SV models. …
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… 4.2 Simulation–based inference Within the last two decades, a number of scholars have started to develop and apply simulation-based inference devices to tackle SV models. …