Journal of Mathematical Finance

Vol.6 No.1(2016), Paper ID 63563, 14 pages

DOI:10.4236/jmf.2016.61009

 

Multivariate Stochastic Volatility Estimation with Sparse Grid Integration

 

Halil Erturk Esen

 

Computational Science and Engineering Department, Informatics Institute, Istanbul Technical University, Istanbul, Turkey

 

Copyright © 2016 Halil Erturk Esen 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

Esen, H. (2016) Multivariate Stochastic Volatility Estimation with Sparse Grid Integration. Journal of Mathematical Finance, 6, 68-81. doi: 10.4236/jmf.2016.61009.
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