Realised volatility and parametric estimation of Heston SDEs (Q784737)
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scientific article; zbMATH DE number 7227002
| Language | Label | Description | Also known as |
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| default for all languages | No label defined |
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| English | Realised volatility and parametric estimation of Heston SDEs |
scientific article; zbMATH DE number 7227002 |
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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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0.8253210186958313
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0.820931077003479
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0.7921515107154846
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0.7886142730712891
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