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

Fuente: arXiv

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Bibliographische Detailangaben
Hauptverfasser:	Fukasawa, Masaaki, Tomita, Haruki
Format:	Preprint
Veröffentlicht:	2026
Schlagworte:	Statistics Theory
Online-Zugang:	Acceder al recurso
Tags:	Tag hinzufügen Keine Tags, Fügen Sie den ersten Tag hinzu!

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