Inference methods for discretely observed by continuous-time stochastic volatility models : A commented overview
Inference methods for discretely observed by continuous-time stochastic volatility models : A commented overview
复制标题
连续时间随机波动率模型离散观察的推理方法:评论概述
DOI:
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发表时间:
2005
期刊:
影响因子:
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通讯作者:
T.
中科院分区:
文献类型:
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作者:
Jimenez;J.C.;Biscay;R.;Ozaki;T.