Parameter estimation for the subcritical Heston model based on discrete time observations
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- Matyas Barczy & Balazs Nyul & Gyula Pap, 2015. "Least squares estimation for the subcritical Heston model based on continuous time observations," Papers 1511.05948, arXiv.org, revised Aug 2018.
- Martin Friesen & Peng Jin, 2022. "Volterra square-root process: Stationarity and regularity of the law," Papers 2203.08677, arXiv.org, revised Oct 2022.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2014-03-15 (Econometrics)
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