Accurate parameter estimation for coupled stochastic dynamics (Q2380883)
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scientific article; zbMATH DE number 5692109
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| English | Accurate parameter estimation for coupled stochastic dynamics |
scientific article; zbMATH DE number 5692109 |
Statements
Accurate parameter estimation for coupled stochastic dynamics (English)
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12 April 2010
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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 model
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asset price dynamics
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volatility dynamics
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0.832592248916626
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0.820931077003479
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0.8188799023628235
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0.8139058947563171
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