Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (Q5739671)
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scientific article; zbMATH DE number 6604437
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations |
scientific article; zbMATH DE number 6604437 |
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Asymptotic properties of maximum-likelihood estimators for Heston models based on continuous time observations (English)
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19 July 2016
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Heston model
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stochastic differential equations
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maximum-likelihood estimator
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almost sure convergence
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convergence in distribution
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