Parameter estimation for discretely observed stochastic volatility models
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Publication:1962756
DOI10.2307/3318447zbMath0942.62096OpenAlexW2088967750MaRDI QIDQ1962756
Valentine Genon-Catalot, Thierry Jeantheau, Catherine Larédo
Publication date: 24 August 2000
Published in: Bernoulli (Search for Journal in Brave)
Full work available at URL: https://hal.inrae.fr/hal-02696385/file/GenonCatalotJeantheauLaredo_1999_1.pdf
Applications of statistics to actuarial sciences and financial mathematics (62P05) Markov processes: estimation; hidden Markov models (62M05) Applications of Brownian motions and diffusion theory (population genetics, absorption problems, etc.) (60J70)
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