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"Particle Filtering of Stochastic Volatility Modeled With Leverage."
Petar M. Djuric, Mahsiul Khan, Douglas E. Johnston (2012)
- Petar M. Djuric
, Mahsiul Khan, Douglas E. Johnston:
Particle Filtering of Stochastic Volatility Modeled With Leverage. IEEE J. Sel. Top. Signal Process. 6(4): 327-336 (2012)
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