Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE |
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Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (English)
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29 June 2015
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joint stock price and volatility
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stochastic differential equations
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parameter estimation
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maximum likelihood estimators
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Heston joint SDEs
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asymptotic consistency
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