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      The correlated pseudomarginal method

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          A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options

          Steven L. Heston (1993)
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            Particle Markov chain Monte Carlo methods

            Christophe Andrieu, Arnaud Doucet, Roman Holenstein (2010)
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              Weak convergence and optimal scaling of random walk Metropolis algorithms

              G. Roberts, A Gelman, W. R. Gilks (1997)
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                Author and article information

                Journal
                Title: Journal of the Royal Statistical Society: Series B (Statistical Methodology)
                Abbreviated Title: J. R. Stat. Soc. B
                Publisher: Wiley
                ISSN: 13697412
                Publication date (Electronic): July 29 2018
                Affiliations
                [1 ]University of Oxford; UK
                [2 ]King's College London; UK
                Article
                DOI: 10.1111/rssb.12280
                SO-VID: 3d114a0c-d6f4-4f12-9f04-feede253b587
                Copyright © © 2018
                License:

                http://doi.wiley.com/10.1002/tdm_license_1.1

                http://onlinelibrary.wiley.com/termsAndConditions#vor

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