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Browsing by Author Saporito, Yuri F
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| Issue Date | Title | Author(s) | Type | Мp-cat. |
|---|---|---|---|---|
| 2020 | Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods | Merkle, Milan J; Saporito, Yuri F; Targino, Rodrigo S | Article | 22M22 |