Estimating stochastic volatility models through indirect inference (Q6166856)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 7708415
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Estimating stochastic volatility models through indirect inference |
scientific article; zbMATH DE number 7708415 |
Statements
Estimating stochastic volatility models through indirect inference (English)
0 references
7 July 2023
0 references
efficient Monte Carlo
0 references
variance reduction techniques
0 references
control variates
0 references
indirect inference
0 references
Euler discretization
0 references
short-term interest rate
0 references
stochastic differential equation
0 references
