Pages that link to "Item:Q2350371"
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The following pages link to Accuracy of maximum likelihood parameter estimators for Heston stochastic volatility SDE (Q2350371):
Displaying 5 items.
- Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
- Parametric estimation from approximate data: non-Gaussian diffusions (Q906937) (← links)
- Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory (Q928297) (← links)
- Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436) (← links)
- Improved maximum likelihood estimation of Heston model and pricing efficiency test: Hong Kong Hang Seng index option (Q1793537) (← links)