Monte Carlo Methods, Sequential
Book chapter (September 2014)
Séminaire de Probabilités XXXIV
Springer Science & Business Media
The most recent citing publications are shown below. View all 6 publications that cite this research output on Dimensions.
An Introduction to Stochastic Particle Integration Methods: With Applications to Risk and Insurance
Preprint in SSRN Electronic Journal (January 2012)
Inference for Lévy‐Driven Stochastic Volatility Models via Adaptive Sequential Monte Carlo
Article in Scandinavian Journal of Statistics (December 2010)