Parameter estimation for the subcritical Heston model based on discrete time observations

Barczy, Mátyás and Pap, Gyula and Szabó, Tamás T.: Parameter estimation for the subcritical Heston model based on discrete time observations. Acta scientiarum mathematicarum, (82) 1-2. pp. 313-338. (2016)

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Item Type: Article
Journal or Publication Title: Acta scientiarum mathematicarum
Date: 2016
Volume: 82
Number: 1-2
Page Range: pp. 313-338
ISSN: 0001-6969
Uncontrolled Keywords: Heston modell
Additional Information: Bibliogr.: p. 337-338.
Official URL: http://www.acta.hu
Date Deposited: 2017. Apr. 07. 09:28
Last Modified: 2019. Sep. 09. 13:44
URI: http://acta.bibl.u-szeged.hu/id/eprint/46449

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