Cover Image

Parameter estimation for subcritical Heston models based on discrete time observations

We study asymptotic properties of some parameter estimators for subcritical Heston models based on discrete time observations derived from conditional least squares estimators of some modified parameters.
Year of publication:
2014-03
Authors: Barczy, Matyas ; Pap, Gyula ; Szabo, Tamas T.
Institutions: arXiv.org
Extent:
application/pdf
Series:
Type of publication: Book / Working Paper
Source:
Persistent link: https://ebvufind01.dmz1.zbw.eu/10010747621
Similar items by person