Stochastic differential equations with generalized stochastic volatility and statistical estimators (Q4686483)
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scientific article; zbMATH DE number 6950443
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Stochastic differential equations with generalized stochastic volatility and statistical estimators |
scientific article; zbMATH DE number 6950443 |
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Stochastic differential equations with generalized stochastic volatility and statistical estimators (English)
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10 October 2018
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stochastic differential equation
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weak and strong solutions
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stochastic volatility
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drift parameter estimation
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maximum likelihood estimator
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strong consistency
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0.8540316820144653
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0.7991753220558167
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0.7987110018730164
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0.7929086089134216
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0.7910035848617554
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