Pages that link to "Item:Q4684958"

The following pages link to Weighted least-squares estimation for the subcritical Heston process (Q4684958):

Displaying 2 items.

• European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
• Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process (Q5369326) (← links)