Asymptotic properties of maximum likelihood estimators for Heston models based on continuous time observations
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- Hui Chen & Scott Joslin, 2012.
"Generalized Transform Analysis of Affine Processes and Applications in Finance,"
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CitationsCitations are extracted by the CitEc Project, subscribe to its RSS feed for this item.
- Matyas Barczy & Balazs Nyul & Gyula Pap, 2015. "Least squares estimation for the subcritical Heston model based on continuous time observations," Papers 1511.05948, arXiv.org, revised Nov 2017.
- Matyas Barczy & Mohamed Ben Alaya & Ahmed Kebaier & Gyula Pap, 2015. "Asymptotic behavior of maximum likelihood estimators for a jump-type Heston model," Papers 1509.08869, arXiv.org, revised Dec 2016.
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