A survey of sequential Monte Carlo methods for economics and finance

D.D. Creal

    Research output: Working paper / PreprintWorking paperProfessional

    705 Downloads (Pure)
    Original languageEnglish
    Place of PublicationAmsterdam
    PublisherFaculteit der Economische Wetenschappen en Bedrijfskunde
    Number of pages54
    Publication statusPublished - 2009

    Publication series

    NameResearch Memorandum
    No.2009-18

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