Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564)
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English | Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview |
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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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