Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (Q2288759)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods |
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Bayesian approach for parameter estimation of continuous-time stochastic volatility models using Fourier transform methods (English)
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20 January 2020
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parameter estimation
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stochastic volatility model
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Fourier methods
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Cuchiero-Teichmann estimator
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Heston model
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Bayesian estimation
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