Efficient estimation of drift parameters in stochastic volatility models
Year of publication: |
2007
|
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Authors: | Gloter, Arnaud |
Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 1356339-7. - Vol. 11.2007, 4, p. 495-519
|
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Markov-Kette | Markov chain | Schätztheorie | Estimation theory |
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