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Least squares estimation for the subcritical Heston model based on
  continuous time observations
v1v2v3 (latest)

Least squares estimation for the subcritical Heston model based on continuous time observations

18 November 2015
M. Barczy
Balázs Nyul
G. Pap
ArXiv (abs)PDFHTML

Papers citing "Least squares estimation for the subcritical Heston model based on continuous time observations"

1 / 1 papers shown
Title
On conditional least squares estimation for affine diffusions based on
  continuous time observations
On conditional least squares estimation for affine diffusions based on continuous time observations
Beáta Bolyog
G. Pap
24
5
0
07 Mar 2017
1