Asymptotic properties and drift parameter estimations of the ergodic double Heston model based on continuous-time observations

Fuente: arXiv

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Bibliographic Details
Main Authors:	Alaya, Mohamed Ben, Dahbi, Houssem, Fathallah, Hamdi
Format:	Preprint
Published:	2025
Subjects:	Statistics Theory Computation
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2501.17100