Parameter Estimation in Stochastic Volatility Models

Jaya P. N. Bishwal ()
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Jaya P. N. Bishwal: University of North Carolina at Charlotte, Department of Mathematics and Statistics

in Springer Books from Springer

Date: 2022
ISBN: 978-3-031-03861-7
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Chapters in this book:

Ch Chapter 1 Stochastic Volatility Models: Methods of Pricing, Hedging and Estimation

Jaya P. N. Bishwal

Ch Chapter 10 Parameter Estimation in Student Ornstein–Uhlenbeck Process

Jaya P. N. Bishwal

Ch Chapter 11 Berry–Esseen Asymptotics for Pearson Diffusions

Jaya P. N. Bishwal

Ch Chapter 12 Bayesian Maximum Likelihood Estimation in Fractional Stochastic Volatility Model

Jaya P. N. Bishwal

Ch Chapter 13 Berry–Esseen–Stein–Malliavin Theory for Fractional Ornstein–Uhlenbeck Process

Jaya P. N. Bishwal

Ch Chapter 14 Approximate Maximum Likelihood Estimation in Sub-fractional Hybrid Stochastic Volatility Model

Jaya P. N. Bishwal

Ch Chapter 2 Sequential Monte Carlo Methods

Jaya P. N. Bishwal

Ch Chapter 3 Parameter Estimation in the Heston Model

Jaya Bishwal

Ch Chapter 4 Fractional Ornstein–Uhlenbeck Processes, Levy–Ornstein–Uhlenbeck Processes, and Fractional Levy– Ornstein–Uhlenbeck Processes

Jaya P. N. Bishwal

Ch Chapter 5 Inference for General Semimartingales and Self-similar Processes

Jaya P. N. Bishwal

Ch Chapter 6 Estimation in Gamma-Ornstein –Uhlenbeck Stochastic Volatility Model

Jaya P. N. Bishwal

Ch Chapter 7 Berry–Esseen Inequalities for the Functional Ornstein–Uhlenbeck-Inverse -Gamma Process

Jaya P. N. Bishwal

Ch Chapter 8 Maximum Quasi-Likelihood Estimation in Fractional Levy Stochastic Volatility Model

Jaya P. N. Bishwal

Ch Chapter 9 Estimation in Barndorff Nielsen- Shephard Ornstein–Uhlenbeck Stochastic Volatility Models

Jaya P. N. Bishwal

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DOI: 10.1007/978-3-031-03861-7

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