Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts

30 May 2011

Papers citing "Calibration and filtering for multi factor commodity models with seasonality: incorporating panel data from futures contracts"

3 / 3 papers shown

Title
Rao-Blackwellised Particle Filtering for Dynamic Bayesian Networks Arnaud Doucet Nando de Freitas Kevin P. Murphy Stuart J. Russell 78 1,487 0 16 Jan 2013
Density Approximations for Multivariate Affine Jump-Diffusion Processes Damir Filipović E. Mayerhofer P. Schneider 53 128 0 28 Apr 2011
On the utility of graphics cards to perform massively parallel simulation of advanced Monte Carlo methods Anthony Lee C. Yau M. Giles Arnaud Doucet Christopher C. Holmes 87 322 0 14 May 2009