(Analytically) Approximated Non-Linear Least Squares Estimation for Stochastic Volatility Option Pricing Models

Michael Kurz

Research output: Contribution to conferencePaperAcademic

Original languageEnglish
Publication statusPublished - 30 Sep 2016
EventSIENA Finance Workshop - Siena, Italy
Duration: 30 Sep 201630 Sep 2016

Conference

ConferenceSIENA Finance Workshop
Country/TerritoryItaly
CitySiena
Period30/09/1630/09/16

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