Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method

Y K Tse, Xibin Zhang, Jun Yu

Research output: Contribution to journal › Article › Research › peer-review

13 Citations (Scopus)

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@article{b820ca7b171f4e12854ea028a6ec2e7d,

title = "Estimation of hyperbolic diffusion using the Markov chain Monte Carlo method",

author = "Tse, {Y K} and Xibin Zhang and Jun Yu",

year = "2004",

doi = "10.1088/1469-7688/4/2/005",

language = "English",

volume = "4",

pages = "158 -- 169",

journal = "Quantitative Finance",

issn = "1469-7688",

publisher = "Routledge",

number = "2",

}