BOOK-CHAPTER
Approximate Maximum Likelihood Estimation in Sub-fractional Hybrid Stochastic Volatility Model
Keywords:
Lambda Subordinator Brownian motion Combinatorics Physics Mathematical physics Mathematics Quantum mechanics
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Topics
Stochastic processes and financial applications
Social Sciences → Economics, Econometrics and Finance → Finance
Financial Risk and Volatility Modeling
Social Sciences → Economics, Econometrics and Finance → Finance
Risk and Portfolio Optimization
Social Sciences → Decision Sciences → Management Science and Operations Research
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