Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions
Peng, Yijie, Fu, Michael C., Hu, Jian-QiangLanguage:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2016.1185142
Date:
June, 2016
File:
PDF, 942 KB
english, 2016