Pages that link to "Item:Q5220864"
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The following pages link to Estimating Heston's and Bates’ models parameters using Markov chain Monte Carlo simulation (Q5220864):
Displaying 4 items.
- Simulating from the Heston model: a gamma approximation scheme (Q500382) (← links)
- Improved maximum likelihood estimation of Heston model and pricing efficiency test: Hong Kong Hang Seng index option (Q1793537) (← links)
- Modelling joint behaviour of asset prices using stochastic correlation (Q2241515) (← links)
- Multilevel Monte Carlo simulation for the Heston stochastic volatility model (Q6144993) (← links)