Pages that link to "Item:Q4684958"
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The following pages link to Weighted least-squares estimation for the subcritical Heston process (Q4684958):
Displaying 3 items.
- Parameter estimation for the subcritical Heston model based on discrete time observations (Q2973137) (← links)
- European Option Pricing with Stochastic Volatility Models Under Parameter Uncertainty (Q5038294) (← links)
- Large Deviations for the Squared Radial Ornstein--Uhlenbeck Process (Q5369326) (← links)