%0 Journal Article %1 journals/cssc/SunCH14 %A Sun, Bruce Qiang %A Chen, Xinfu %A Huang, Ting-Ting %D 2014 %J Communications in Statistics - Simulation and Computation %K dblp %N 3 %P 580-596 %T A New Approach to Importance Sampling in Taylor's Stochastic Volatility Model. %U http://dblp.uni-trier.de/db/journals/cssc/cssc43.html#SunCH14 %V 43

@article{journals/cssc/SunCH14, added-at = {2013-10-23T00:00:00.000+0200}, author = {Sun, Bruce Qiang and Chen, Xinfu and Huang, Ting-Ting}, biburl = {https://www.bibsonomy.org/bibtex/2ee6cedaaca4089712d4810c6a6629778/dblp}, ee = {http://dx.doi.org/10.1080/03610918.2012.709899}, interhash = {a05f9e155ea487dc6c4c882f8720aed2}, intrahash = {ee6cedaaca4089712d4810c6a6629778}, journal = {Communications in Statistics - Simulation and Computation}, keywords = {dblp}, number = 3, pages = {580-596}, timestamp = {2013-10-24T11:34:29.000+0200}, title = {A New Approach to Importance Sampling in Taylor's Stochastic Volatility Model.}, url = {http://dblp.uni-trier.de/db/journals/cssc/cssc43.html#SunCH14}, volume = 43, year = 2014 }