Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method

Y K Tse, Xibin Zhang, Jun Yu

Research output: Contribution to journalArticleResearchpeer-review

13 Citations (Scopus)
Original languageEnglish
Pages (from-to)158 - 169
Number of pages12
JournalQuantitative Finance
Volume4
Issue number2
DOIs
Publication statusPublished - 2004

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