Barczy Mátyás and Pap Gyula and Szabó Tamás T.: Parameter estimation for the subcritical Heston model based on discrete time observations. In: 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 |
| ISSN: | 0001-6969 |
| Page Range: | pp. 313-338 |
| Official URL: | http://www.acta.hu |
| Related URLs: | http://acta.bibl.u-szeged.hu/41666/ |
| DOI: | 10.14232/actasm-015-016-0 |
| Uncontrolled Keywords: | Heston modell |
| Additional Information: | Bibliogr.: p. 337-338. |
| Date Deposited: | 2017. Apr. 07. 09:28 |
| Last Modified: | 2020. Nov. 26. 13:15 |
| URI: | http://acta.bibl.u-szeged.hu/id/eprint/46449 |
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