Pages that link to "Item:Q4634937"
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The following pages link to Local asymptotic quadraticity of statistical experiments connected with a Heston model (Q4634937):
Displaying 3 items.
- Nearly unstable family of stochastic processes given by stochastic differential equations with time delay (Q826955) (← links)
- LAMN property for multivariate inhomogeneous diffusions with discrete observations (Q2168085) (← links)
- On the performance of asymptotic locally risk minimising hedges in the Heston stochastic volatility model (Q5397430) (← links)
