Journal of Mathematical Finance

Vol.4 No.2(2014), Paper ID 43033, 9 pages

DOI:10.4236/jmf.2014.42009

 

Bayesian Estimation of Non-Gaussian Stochastic Volatility Models

 

Asma Graja Elabed, Afif Masmoudi

 

Sfax University, Sfax, Tunisia
Sfax University, Sfax, Tunisia

 

Copyright © 2014 Asma Graja Elabed, Afif Masmoudi et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

A. Elabed and A. Masmoudi, "Bayesian Estimation of Non-Gaussian Stochastic Volatility Models," Journal of Mathematical Finance, Vol. 4 No. 2, 2014, pp. 95-103. doi: 10.4236/jmf.2014.42009.
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