A survey of sequential Monte Carlo methods for economics and finance

D.D. Creal

    Research output: Working paperProfessional

    297 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

    Cite this

    Creal, D. D. (2009). A survey of sequential Monte Carlo methods for economics and finance. (Research Memorandum; No. 2009-18). Amsterdam: Faculteit der Economische Wetenschappen en Bedrijfskunde.