Stochastic differential equations with generalized stochastic volatility and statistical estimators (Q4686483)
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scientific article; zbMATH DE number 6950443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stochastic differential equations with generalized stochastic volatility and statistical estimators |
scientific article; zbMATH DE number 6950443 |
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Stochastic differential equations with generalized stochastic volatility and statistical estimators (English)
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10 October 2018
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stochastic differential equation
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weak and strong solutions
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stochastic volatility
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drift parameter estimation
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maximum likelihood estimator
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strong consistency
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