Accurate parameter estimation for coupled stochastic dynamics (Q2380883)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Accurate parameter estimation for coupled stochastic dynamics |
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Accurate parameter estimation for coupled stochastic dynamics (English)
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12 April 2010
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stochastic differential equations
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parameter estimation
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maximum likelihood estimators
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Heston model
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asset price dynamics
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volatility dynamics
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