A Quasi Maximum Likelihood Estimation Method for Bergomi-Type Volatility Models

Fuente: arXiv

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Bibliographic Details
Main Authors:	Fukasawa, Masaaki, Tomita, Haruki
Format:	Preprint
Published:	2026
Subjects:	Statistics Theory
Online Access:	Acceder al recurso
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Internet

https://arxiv.org/abs/2605.25359