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Master thesis

Bayesian Inference via Markov Chain Monte Carlo methods: A financial case study

Rinel Foguen Tchuedom 1
1 IECL - Institut Élie Cartan de Lorraine
Mots-clés : estimation bayesienne modèles à volatilité stochastique méthodes MCMC échantillonneur de Gibbs
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Master thesis
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https://hal.inria.fr/hal-01059665
Contributor : Antoine Lejay <>
Submitted on : Monday, September 1, 2014 - 3:17:11 PM
Last modification on : Tuesday, March 2, 2021 - 5:12:05 PM

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  • HAL Id : hal-01059665, version 1

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UNIV-LORRAINE | CNRS | IECN | INSMI

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Rinel Foguen Tchuedom. Bayesian Inference via Markov Chain Monte Carlo methods: A financial case study. Probability [math.PR]. 2014. ⟨hal-01059665⟩

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