Simulated maximum likelihood estimation of continuous time stochastic volatility models (Q3295692)
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scientific article; zbMATH DE number 7219447
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Simulated maximum likelihood estimation of continuous time stochastic volatility models |
scientific article; zbMATH DE number 7219447 |
Statements
Simulated maximum likelihood estimation of continuous time stochastic volatility models (English)
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10 July 2020
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maximum likelihood estimation
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option prices
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Euler-Maruyama scheme
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0.8425294756889343
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0.831250011920929
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0.8303849697113037
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0.8298587799072266
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