Parametric estimation of stochastic volatility models with generalized moment method (Q3306335)
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scientific article; zbMATH DE number 7233690
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| English | Parametric estimation of stochastic volatility models with generalized moment method |
scientific article; zbMATH DE number 7233690 |
Statements
12 August 2020
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stochastic volatility model
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generalized moment method
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European call option
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Monte Carlo method
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0.8065881729125977
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0.8045780658721924
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0.7945176959037781
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0.7913017868995667
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