To access the full text documents, please follow this link: http://hdl.handle.net/2099.1/13136
Title: | Maximum Likelihood Approach for Stochastic Volatility Models |
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Author: | Camprodon Masnou, Jordi |
Other authors: | Perelló Palou, Josep |
Abstract: | |
Abstract: | |
Subject(s): | -Àrees temàtiques de la UPC::Matemàtiques i estadística::Matemàtica financera -Finance -- Mathematical models -Stochastic -Estimator of volatility -Maximum likelihood -Volatility -Finances -- Models matemàtics |
Rights: | Attribution-NonCommercial-NoDerivs 3.0 Spain
http://creativecommons.org/licenses/by-nc-nd/3.0/es/ |
Document type: | Research/Master Thesis |
Published by: | Universitat Politècnica de Catalunya |
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