Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371): Difference between revisions

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Latest revision as of 10:24, 10 July 2024

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Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE
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    Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (English)
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    29 June 2015
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    joint stock price and volatility
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    stochastic differential equations
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    parameter estimation
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    maximum likelihood estimators
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    Heston joint SDEs
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    asymptotic consistency
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