Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436): Difference between revisions
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| Property / DOI: 10.1016/j.jspi.2018.02.002 / rank | |||
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| Property / DOI: 10.1016/J.JSPI.2018.02.002 / rank | |||
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Latest revision as of 00:32, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model |
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Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (English)
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21 June 2018
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jump-type Heston model
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maximum likelihood estimator
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