Compare Prices | Create Shopping Lists with Price Drop Alerts | Set Coupons, Promo Codes & Sales Alerts | Get Access to Exclusive Deals and Much More... All in One Place | Read all about it here

Parameter Estimation in Stochastic Volatility Models

Parameter Estimation in Stochastic Volatility Models

Brand
Springer Nature
Manufacturer
N/A
Part Number
0
GTIN
9783031038600
Condition
New
Product Description

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While there is ample research to document stochastic differential equation models driven by Brownian motion based on discrete observations of the underlying diffusion process, these traditional methods often fail to estimate the unknown parameters in the unobserved volatility processes. This text studies the second order rate of weak convergence to normality to obtain refined inference results like confidence interval, as well as nontraditional continuous time stochastic volatility models driven by fractional Levy processes. By incorporating jumps and long memory into the volatility process, these new methods will help better predict option pricing and stock market crash risk. Some simulation algorithms for numerical experiments are provided.

Available Colors
Available Sizes
1 Offer Price Range: $129.00 - $129.00
BEST PRICE

Single Product Purchase

$129.00
@ Link.springer.com     BUY Now

Price Comparison

Seller Contact Seller List Price On Sale Shipping Best Promo Final Price Volume Discount Financing Availability Seller's Page
BEST PRICE
1 Product Purchase
@ Link.springer.com
Contact Store Call Store Contact Support
$129.00 $129.00

$129.00
See Site In stock Visit Store

Similar Products

Brand Medicine

$54.99

DSP for MATLAB and LabVIEW I

$37.33

Der effiziente Staat Fiktion oder Vision?

$69.99

Eugene ONeills One-Act Plays

$39.99

Arzneiverordnungs-Report 2013

$49.99

Wege zur Vermittlung von Religionen in Berliner Museen

$44.99

Brain Drain and Gender Inequality in Turkey

$44.99

Redrawing The Nation

$54.99

Advanced Maintenance Policies for Shock and Damage Models

$109.99

Right Heart Pathology

$379.99

Beteiligungshaushalt auf Landesebene

$39.99

Beginning iPhone and iPad Web Apps

$39.99

Sean OCasey

$44.99

Indolalkaloide in Tabellen

$59.99

Formal Semantics for VHDL

$84.99

Politische Teilkulturen zwischen Integration und Polarisierung

$69.95

A Beginners Guide to Statistics for Criminology and Criminal Justice Using R

$49.99

The Change of Narrative Modes in Chinese Fiction (18981927)

$99.00

Rckenmark Hirnstamm Kleinhirn

$59.99

Organisationsverstndnis von Unternehmensgrndern

$69.99

Proteomics for Biomarker Discovery

$109.99

Logic Synthesis for Compositional Microprogram Control Units

$129.00

The Economic Psychology of Incentives

$89.00

Feindbild: Minderheit

$59.99

Multislice CT

$149.00

Russian Politics from Lenin to Putin

$54.99

Stabilitt und Matrizen

$59.99

South China Sea Seeps

$59.99

Entwicklung IT-basierter Dienstleistungen

$99.99

Task-space Separation Principle

$84.99

Steuer-ABC des Wertpapierbesitzers

$59.99

Making Inferences Grade 5 Differentiation Pack

$5.99

Berechnen und Projektieren von Ortsnetzen, Niederspannungsleitungen und Straenbeleuchtungen

$59.99

The Littlest Series: The Littlest Leprechaun

$4.49

Betriebliches Umweltmanagement in Deutschland

$59.99

Leistungsmessung und -vergleich in Politik und Verwaltung

$59.99

Strategische Anreize fr Vertriebsteams

$74.99

Regulatory Non-Coding RNAs

$89.00

Engineering of Biomaterials

$119.99

Proceedings of the 3rd World Congress on Integrated Computational Materials Engineering (ICME)

$149.00