Parameter estimation for a discretely observed stochastic volatility model with jumps in the volatility
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Publication:1425581
DOI10.1142/S0252959903000219zbMath1037.62111MaRDI QIDQ1425581
Publication date: 17 March 2004
Published in: Chinese Annals of Mathematics. Series B (Search for Journal in Brave)
law of large numbers; central limit theorems; Ornstein-Uhlenbeck processes; Levy processes; stochastic volatility models; NIG distributions
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