Simulated maximum likelihood estimation of continuous time stochastic volatility models (Q3295692): Difference between revisions
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Revision as of 17:02, 21 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Simulated maximum likelihood estimation of continuous time stochastic volatility models |
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Simulated maximum likelihood estimation of continuous time stochastic volatility models (English)
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10 July 2020
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maximum likelihood estimation
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option prices
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Euler-Maruyama scheme
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