Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices
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- Jaros{l}aw Gruszka & Janusz Szwabi'nski, 2023. "Portfolio Optimisation via the Heston Model Calibrated to Real Asset Data," Papers 2302.01816, arXiv.org.
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This paper has been announced in the following NEP Reports:- NEP-ECM-2023-01-09 (Econometrics)
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