Filtering and Likelihood Estimation of Latent Factor Jump-Diffusions with an Application to Stochastic Volatility Models
Year of publication: |
2015
|
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Authors: | Esposito, Francesco |
Other Persons: | Cummins, Mark (contributor) |
Publisher: |
[2015]: [S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (28 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 11, 2015 erstellt |
Other identifiers: | 10.2139/ssrn.2617144 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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