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Parameter Estimation in Stochastic Volatility Models Jaya P. N. Bishwal 2022 edition
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Parameter Estimation in Stochastic Volatility Models
Jaya P. N. Bishwal
This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy.
613 pages, XXX, 613 p.; XXX, 613 p.
| Medios de comunicación | Libros Hardcover Book (Libro con lomo y cubierta duros) |
| Publicado | 7 de agosto de 2022 |
| ISBN13 | 9783031038600 |
| Editores | Springer International Publishing AG |
| Páginas | 613 |
| Dimensiones | 166 × 241 × 42 mm · 1,12 kg |
| Lengua | Alemán |
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