An analytic approximation of the likelihood function for the Heston model volatility estimation problem (Q3395736)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An analytic approximation of the likelihood function for the Heston model volatility estimation problem |
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An analytic approximation of the likelihood function for the Heston model volatility estimation problem (English)
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13 September 2009
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volatility
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volatility estimation
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Heston model
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stochastic volatility
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particle filter
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