Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility (Q1425581): Difference between revisions
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Latest revision as of 09:28, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility |
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Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility (English)
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17 March 2004
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stochastic volatility models
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NIG distributions
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central limit theorems
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law of large numbers
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Levy processes
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Ornstein-Uhlenbeck processes
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