Estimating stochastic volatility models through indirect inference (Q6166856)
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scientific article; zbMATH DE number 7708415
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimating stochastic volatility models through indirect inference |
scientific article; zbMATH DE number 7708415 |
Statements
Estimating stochastic volatility models through indirect inference (English)
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7 July 2023
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efficient Monte Carlo
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variance reduction techniques
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control variates
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indirect inference
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Euler discretization
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short-term interest rate
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stochastic differential equation
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