Inference Methods for Discretely Observed Continuous-Time Stochastic Volatility Models: A Commented Overview
| Year of publication: |
2005
|
|---|---|
| Authors: | Jimenez, J. ; Biscay, R. ; Ozaki, T. |
| Published in: |
Asia-Pacific Financial Markets. - Springer, ISSN 1387-2834. - Vol. 12.2005, 2, p. 109-141
|
| Publisher: |
Springer |
| Subject: | stochastic volatility models | diffusion processes | inference methods |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10005727096