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Stochastic volatility / Volatility / Heston model / SVJ / Autoregressive conditional heteroskedasticity / Estimation theory / Markov chain / Normal distribution / Mathematical finance / Statistics / Mathematical sciences


Motivation Model and Estimation Data Set
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Document Date: 2010-06-25 09:57:31

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File Size: 692,86 KB

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Currency

pence / /

Organization

Bachelier Finance Society Toronto / World Congress / /

Person

Norman Seeger / Paulo Rodrigues / Katja Ignatieva / /

Position

Rt / /

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