Browsing DiSES Working Papers by Author "Albano, Giuseppina"
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Parameter estimation in continuous stochastic volatility models
Albano, Giuseppina; Giordano, Francesco; Perna, Cira (2009)Continuous-time di usion processes are often used in literature to model dynamics of nancial markets. In such kinds of models a rel- evant role is played by the variance of the process. So assumptions on the functional ...