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Least squares estimation for the subcritical Heston model based on continuous time observations. Barczy, Nyul, Pap arxiv.org/abs/1511.05948 #q-fin

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Uploaded on November 19, 2015

figure_vegleges-pdf-000001

Least squares estimation for the subcritical Heston model based on continuous time observations. Barczy, Nyul, Pap arxiv.org/abs/1511.05948 #q-fin

9 views
0 faves
0 comments
Uploaded on November 19, 2015
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