Estimation of stochastic volatility with LRD (Q929714)
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scientific article; zbMATH DE number 5290621
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Estimation of stochastic volatility with LRD |
scientific article; zbMATH DE number 5290621 |
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Estimation of stochastic volatility with LRD (English)
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18 June 2008
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continuous-time model
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fractional volatility process
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stochastic differential equation
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