Market-based estimation of stochastic volatility models (Q2347717)
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 6443571
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Market-based estimation of stochastic volatility models |
scientific article; zbMATH DE number 6443571 |
Statements
Market-based estimation of stochastic volatility models (English)
0 references
8 June 2015
0 references
HJM approach
0 references
variance swaps
0 references
maximum likelihood estimation
0 references
0 references
0 references
0 references
0.8040979504585266
0 references
0.8039477467536926
0 references
0.8034667372703552
0 references
0.800957441329956
0 references
