【作者(必填)】L Gonzato, C Sgarra
【文题(必填)】Estimation of a Self-Exciting Jump Diffusion Model for Oil Price by a Particle Markov Chain Monte Carlo Method
【年份(必填)】2018
【全文链接或数据库名称(选填)】 Available at SSRN 3245915
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[外文文献求助] Estimation of a Self-Exciting Jump Diffusion Model for Oil Price by a Particle M |
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