"Efficient estimation of drift parameters in stochastic volatility models."

Arnaud Gloter (2007)

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DOI: 10.1007/S00780-007-0048-2

access: closed

type: Journal Article

metadata version: 2020-07-22

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Arnaud Gloter:
Efficient estimation of drift parameters in stochastic volatility models. Finance Stochastics 11(4): 495-519 (2007)

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