Maximum Likelihood Estimation of Parameterson the Stochastic Volatility Model
碩士 === 國立中央大學 === 統計研究所 === 98 === In this paper, we want to know if the financial market stock price trend to follow Heston model, we can estimate the parameters by stock price data when the volatility is assumed to be observable, and while the volatility does not observed, we can use option data t...
| Main Authors: | , |
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| Other Authors: | |
| Format: | Others |
| Language: | zh-TW |
| Published: |
2010
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| Online Access: | http://ndltd.ncl.edu.tw/handle/77934319268526429922 |