An Asymptotic Estimation of the Coefficients of the Stochastic Volatility Model
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Keywords
stochastic volatility model; Fokker-Planck-Kolmogorov equation;JEL classification:
- C02 - Mathematical and Quantitative Methods - - General - - - Mathematical Economics
- C13 - Mathematical and Quantitative Methods - - Econometric and Statistical Methods and Methodology: General - - - Estimation: General
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