Recursive estimation for continuous time stochastic volatility models (Q1036836)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 5632827
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Recursive estimation for continuous time stochastic volatility models |
scientific article; zbMATH DE number 5632827 |
Statements
Recursive estimation for continuous time stochastic volatility models (English)
0 references
13 November 2009
0 references
recursive estimation
0 references
stochastic volatility
0 references
Itô's formula
0 references
0 references
0.8096978068351746
0 references
0.8001168966293335
0 references
0.7733067274093628
0 references
0.7699942588806152
0 references
0.7697616219520569
0 references
