Soane, A. (2019). Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering. University of Cape Town.
Chicago Style (17th ed.) CitationSoane, Andrew. Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering. University of Cape Town, 2019.
MLA (8th ed.) CitationSoane, Andrew. Latent State and Parameter Estimation of Stochastic Volatility/Jump Models via Particle Filtering. University of Cape Town, 2019.
Warning: These citations may not always be 100% accurate.