State Space Modeling & Bayesian Inference with Computational Intelligence
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DOI: 10.1142/S1793005715500040
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References listed on IDEAS
- Harvey,Andrew & Koopman,Siem Jan & Shephard,Neil (ed.), 2004. "State Space and Unobserved Component Models," Cambridge Books, Cambridge University Press, number 9780521835954.
- Alan L. Lewis, 2000. "Option Valuation under Stochastic Volatility," Option Valuation under Stochastic Volatility, Finance Press, number ovsv, December.
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Sequential Monte Carlo; Bayesian filtering; computational intelligence;All these keywords.
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