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Stochastic volatility / Volatility / Heston model / SVJ / Autoregressive conditional heteroskedasticity / Estimation theory / Markov chain / Normal distribution / Mathematical finance / Statistics / Mathematical sciences
Date: 2010-06-25 09:57:31
Stochastic volatility
Volatility
Heston model
SVJ
Autoregressive conditional heteroskedasticity
Estimation theory
Markov chain
Normal distribution
Mathematical finance
Statistics
Mathematical sciences

Motivation Model and Estimation Data Set

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