Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (Q1644436)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model |
scientific article |
Statements
Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model (English)
0 references
21 June 2018
0 references
jump-type Heston model
0 references
maximum likelihood estimator
0 references
0 references
0 references
0 references
0 references
0 references
