Parameter Estimation for the Square-Root Diffusions: Ergodic and Nonergodic Cases
Author:
Publisher
Informa UK Limited
Subject
Applied Mathematics,Modelling and Simulation,Statistics and Probability
Link
http://www.tandfonline.com/doi/pdf/10.1080/15326349.2012.726042
Reference25 articles.
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3. Broadie , M. ; Kaya , O. Exact simulation of stochastic volatility and other affine jump diffusion processes. Operations Research2006,54(2), 217–231.
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