Realised volatility and parametric estimation of Heston SDEs (Q784737)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Realised volatility and parametric estimation of Heston SDEs |
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Realised volatility and parametric estimation of Heston SDEs (English)
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3 August 2020
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Heston model
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parameter estimation
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realised volatility
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indirect observability
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