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- W562297285 abstract "The paper complements the reviews on the stochastic volatility models and option pricing. We discuss recent advances in modeling and estimation techniques which allow to investigate models with latent factors and non-unique risk-neutral probability measures. The issues related to the optimal data utilization and volatility filtering are highlighted. We also discuss some of the future research in this area." @default.
- W562297285 created "2016-06-24" @default.
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- W562297285 date "1999-04-07" @default.
- W562297285 modified "2023-09-23" @default.
- W562297285 title "Estimation of Stochastic Volatility Models for the Purpose of Option Pricing" @default.
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