Multivariate Stochastic Volatility Models and Large Deviation Principles
Year of publication: |
2022
|
---|---|
Authors: | Gulisashvili, Archil |
Publisher: |
[S.l.] : SSRN |
Subject: | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (69 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments August 11, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4188063 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
-
Improving the term structure of interest rates : two-factor models
Gómez-Valle, Lourdes, (2010)
-
Estimation for the change point of the volatility in a stochastic differential equation
Iacus, Stefano Maria, (2009)
-
A note on the normalized residuals from ARCH and stochastic volatility models
Nelson, Daniel B., (1990)
- More ...
-
Asymptotic behavior of distribution densities in models with stochastic volatility
Gulisashvili, Archil, (2010)
-
Analytically tractable stochastic stock price models
Gulisashvili, Archil, (2012)
-
Gulisashvili, Archil, (2012)
- More ...