Pages that link to "Item:Q862564"
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The following pages link to Inference methods for discretely observed continuous-time stochastic volatility models: A commented overview (Q862564):
Displaying 7 items.
- Convergence rate of weak local linearization schemes for stochastic differential equations with additive noise (Q482674) (← links)
- Recursive estimation for continuous time stochastic volatility models (Q1036836) (← links)
- A penalized simulated maximum likelihood approach in parameter estimation for stochastic differential equations (Q1623807) (← links)
- Notes on financial econometrics (Q1841088) (← links)
- Inference procedures for stable-Paretian stochastic volatility models (Q1931045) (← links)
- Estimation of distribution algorithms for the computation of innovation estimators of diffusion processes (Q2664757) (← links)
- Weak Local Linear Discretizations for Stochastic Differential Equations with Jumps (Q5459919) (← links)
