Simulated Likelihood Approximations for Stochastic Volatility Models (Q4828198): Difference between revisions

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+Estimating continuous-time stochastic volatility models of the short-term interest rate
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+Asymptotic normality of the maximum-likelihood estimator for general hidden Markov models
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+The Pricing of Options and Corporate Liabilities
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+Mixing: Properties and examples
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+Q3911791
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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+Prediction‐based estimating functions
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+Stock Price Distributions with Stochastic Volatility: An Analytic Approach
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