Recursive estimation for continuous time stochastic volatility models (Q1036836)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Recursive estimation for continuous time stochastic volatility models |
scientific article |
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Recursive estimation for continuous time stochastic volatility models (English)
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13 November 2009
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recursive estimation
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stochastic volatility
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Itô's formula
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