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Parameter Estimation in Stochastic Volatility Models

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Original price was: ₹15,937.00.Current price is: ₹12,750.00.

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy.

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This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy.

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Book Format

Hardcover, Softcover

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Book information

Edition
1st Edition
ISBN [Hardcover]
9783031038600
ISBN [Softcover]
9783031038631
Publisher
Springer
Year
2022
Pages
XXX, 613 p.
Language
English
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