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Gradient-based simulated maximum likelihood estimation for stochastic volatility models using characteristic functions

Peng, Yijie, Fu, Michael C., Hu, Jian-Qiang
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Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2016.1185142
Date:
June, 2016
File:
PDF, 942 KB
english, 2016
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