Neely, Christopher J. (contributor) - 2003 - [Elektronische Ressource], rev
being used in the minimization of (6), the data were checked to make sure that they obeyed the
inequality restrictions … , as well as asset price (F),
strike price (X), interest rates (i), time to expiry (T-t), and instantaneous variance (V … on the ρ,
v
κ ,
v
θ ,
v
σ , F, X, i, and T-t, instantaneous variance (V(t)) for each business
day is chosen to …