Parameter estimation for discretely observed stochastic volatility models (Q1962756)
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scientific article; zbMATH DE number 1396207
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Parameter estimation for discretely observed stochastic volatility models |
scientific article; zbMATH DE number 1396207 |
Statements
Parameter estimation for discretely observed stochastic volatility models (English)
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24 August 2000
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discrete time observations
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finance
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parametric inference
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stochastic volatility
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diffusion process
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0.867641806602478
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0.8651695251464844
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0.8414623737335205
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0.8414623737335205
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0.8380609750747681
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