McMC estimation of multiscale stochastic volatility models with applications (Q2229879)
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| Language | Label | Description | Also known as |
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| English | McMC estimation of multiscale stochastic volatility models with applications |
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McMC estimation of multiscale stochastic volatility models with applications (English)
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18 February 2021
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time scales in volatility
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Markov chain Monte Carlo
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multifactor model
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implied volatility surface
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model calibration
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