Parameter estimation for the subcritical Heston model based on discrete time observations (Q2973137)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Parameter estimation for the subcritical Heston model based on discrete time observations |
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Parameter estimation for the subcritical Heston model based on discrete time observations (English)
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31 March 2017
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Heston model
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conditional least squares estimation
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