Parameter Estimation in Stochastic Volatility Models
Livre Ecrit par: Bishwal, Jaya P. N. ; Publié en: 2022
Edition:
Cham:
Springer
Langue:
Anglais
Collation:
Données textuelles
ISBN: 9783031038617
Thème
Mathématiques
Mots clés:
Ito stochastic differential equation
stochastic volatility model
jumps
long memory
fractional Brownian motion
fractional Levy poses
partially observed models
parameter estimation
discrete observations
