Soane, A. (2019). Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering. African Institute of Financial Markets and Risk Management.
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Chicago Style (17th ed.) Citation
Soane, Andrew. Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering. African Institute of Financial Markets and Risk Management, 2019.
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MLA (9th ed.) Citation
Soane, Andrew. Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering. African Institute of Financial Markets and Risk Management, 2019.
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Warning: These citations may not always be 100% accurate.