Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
| links / mardi / name | links / mardi / name | ||
Revision as of 12:57, 2 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods |
scientific article |
Statements
Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (English)
0 references
20 January 2020
0 references
parameter estimation
0 references
stochastic volatility model
0 references
Fourier methods
0 references
Cuchiero-Teichmann estimator
0 references
Heston model
0 references
Bayesian estimation
0 references
