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Chapter title |
Parameter Estimation for Stock Models with Non-Constant Volatility Using Markov Chain Monte Carlo Methods
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Chapter number | 38 |
Book title |
Operations Research Proceedings 2006
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Published by |
Springer, Berlin, Heidelberg, January 2007
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DOI | 10.1007/978-3-540-69995-8_38 |
Book ISBNs |
978-3-54-069994-1, 978-3-54-069995-8
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Authors |
Markus Hahn, Wolfgang Putschögl, Jörn Sass, Hahn, Markus, Putschögl, Wolfgang, Sass, Jörn |