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Asymptotic analysis of the Heston model and its statistical and financial applications (Q6580763)

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scientific article; zbMATH DE number 7888961
Language Label Description Also known as
English
Asymptotic analysis of the Heston model and its statistical and financial applications
scientific article; zbMATH DE number 7888961

    Statements

    title
    Asymptotic analysis of the Heston model and its statistical and financial applications (English)
    0 references
    author
    Chao Shi
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    publication date
    29 July 2024
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    zbMATH Keywords
    error bound
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    maximum likelihood estimation
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    option pricing
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    Heston model
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    transform inversion
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    Identifiers

    zbMATH DE Number
    7888961
    0 references
    DOI
    10.1002/ASMB.2705
    0 references
     
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