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

@@ Property / cites work @@
+Option price sensitivity to errors in stochastic dynamics modeling
+Normal rank
@@ Property / cites work @@
+Modelling microstructure noise with mutually exciting point processes
+Normal rank
@@ Property / cites work @@
+Some recent developments in stochastic volatility modelling
+Normal rank
@@ Property / cites work @@
+Basic properties of strong mixing conditions. A survey and some open questions
+Normal rank
@@ Property / cites work @@
+Exact Simulation of Stochastic Volatility and Other Affine Jump Diffusion Processes
+Normal rank
@@ Property / cites work @@
+Estimation of the coefficients of a diffusion from discrete observations
+Normal rank
@@ Property / cites work @@
+A Theory of the Term Structure of Interest Rates
@@ Property / cites work: A Theory of the Term Structure of Interest Rates / rank @@
+Normal rank
@@ Property / cites work @@
+On estimating the diffusion coefficient
@@ Property / cites work: On estimating the diffusion coefficient / rank @@
+Normal rank
@@ Property / cites work @@
+Two singular diffusion problems
@@ Property / cites work: Two singular diffusion problems / rank @@
+Normal rank
@@ Property / cites work @@
+On the estimation of the diffusion coefficient for multi-dimensional diffusion processes
+Normal rank
@@ Property / cites work @@
+On the central limit theorem for geometrically ergodic Markov chains
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q5624460
@@ Property / cites work: Q5624460 / rank @@
+Normal rank