LIBROS DEL AUTOR: al saadony muhannad

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  • Bayesian Stochastic Differential Equation Modeling
    Al-Saadony Muhannad
    We consider some popular stochastic differential equation models used in finance, such as the Vasicek Interest Rate model, the Heston model and a new fractional Heston model. We discuss how to perform inference about unknown quantities associated with these models in the Bayesian framework. We apply our methodology to simulated and real financial data with success. We then disc...
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