Inference methods for discretely observed continuous-time stochastic volatility models : a commented overview
Year of publication: |
2006
|
---|---|
Authors: | Jiménez, Juan Carlos ; Biscay, R. J. ; Ozaki, Tohru |
Published in: |
Asia-Pacific financial markets. - Dordrecht [u.a.] : Springer, ISSN 1387-2834, ZDB-ID 1431844-1. - Vol. 12.2005, 2, p. 109-141
|
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Schätztheorie | Estimation theory | Theorie | Theory |
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