Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436): Difference between revisions

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Property / DOI: 10.1016/j.jspi.2018.02.002 / rank
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Latest revision as of 00:32, 11 December 2024

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Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model
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    Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (English)
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    21 June 2018
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    jump-type Heston model
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    maximum likelihood estimator
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