Iterative estimation procedure for option pricing with stochastic volatility models

zbMath1026.62116MaRDI QIDQ1395970

Francesca Parpinel, Claudio E. A. Pizzi

Publication date: 15 December 2003

Published in: Metron (Search for Journal in Brave)

Mathematics Subject Classification ID

Applications of statistics to actuarial sciences and financial mathematics (62P05) Inference from stochastic processes (62M99)

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Modelling Asymmetric Behaviour in Time Series: Identification Through PSO

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