Accuracy of Maximum Likelihood Parameter Estimators for Heston Stochastic Volatility SDE
نویسندگان
چکیده
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ژورنال
عنوان ژورنال: Journal of Statistical Physics
سال: 2015
ISSN: 0022-4715,1572-9613
DOI: 10.1007/s10955-014-1120-x