Parameter estimation for discretely observed stochastic volatility models (Q1962756)
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scientific article; zbMATH DE number 1396207
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for discretely observed stochastic volatility models |
scientific article; zbMATH DE number 1396207 |
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Parameter estimation for discretely observed stochastic volatility models (English)
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24 August 2000
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discrete time observations
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finance
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parametric inference
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stochastic volatility
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diffusion process
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