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simul
2008 Feb 07
2
where do I find stochastic volatilities models in R or Matlab?
...in the following
discussion?
https://stat.ethz.ch/pipermail/r-sig-finance/2005q4/000501.html
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I am wondering what is the current status of estimating stochastic vol
models and what's the latest development -- which technique is
currently the best method, Bayesian methods or the simualation based
methods, or others?
Thanks a lot!