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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
Document type :
Master thesis
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https://hal.inria.fr/hal-01059665
Contributor : Antoine Lejay Connect in order to contact the contributor
Submitted on : Monday, September 1, 2014 - 3:17:11 PM
Last modification on : Saturday, October 16, 2021 - 11:18:02 AM

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  • HAL Id : hal-01059665, version 1

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CNRS | IECN | INSMI | UNIV-LORRAINE

Citation

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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