Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564)
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scientific article; zbMATH DE number 5118218
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| English | Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview |
scientific article; zbMATH DE number 5118218 |
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Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (English)
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24 January 2007
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stochastic volatility models
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diffusion processes
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inference methods
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0.8301291465759277
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0.8133189678192139
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0.8084656596183777
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0.8054691553115845
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