An efficient method for maximum likelihood estimation of a stochastic volatility model
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Publication:660059
DOI10.4310/SII.2008.V1.N2.A6zbMath1230.91194OpenAlexW1594725062MaRDI QIDQ660059
Publication date: 25 January 2012
Published in: Statistics and Its Interface (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.4310/sii.2008.v1.n2.a6
Applications of statistics to actuarial sciences and financial mathematics (62P05) Numerical methods (including Monte Carlo methods) (91G60) Statistical methods; risk measures (91G70)
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