Simulated maximum likelihood estimation of continuous time stochastic volatility models (Q3295692): Difference between revisions
From MaRDI portal
Created a new Item |
Added link to MaRDI item. |
||
links / mardi / name | links / mardi / name | ||
Revision as of 12:54, 4 February 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Simulated maximum likelihood estimation of continuous time stochastic volatility models |
scientific article |
Statements
Simulated maximum likelihood estimation of continuous time stochastic volatility models (English)
0 references
10 July 2020
0 references
maximum likelihood estimation
0 references
option prices
0 references
Euler-Maruyama scheme
0 references