ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (Q3523558)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS |
scientific article; zbMATH DE number 5320112
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS |
scientific article; zbMATH DE number 5320112 |
Statements
ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS (English)
0 references
3 September 2008
0 references
stochastic volatility
0 references
volatility estimation
0 references
nonlinear filtering, Monte Carlo simulation
0 references
0 references
0 references
0.8416552543640137
0 references
0.839711606502533
0 references
0.8325634598731995
0 references
0.819690465927124
0 references
