Open AccessEstimation of parameters in the Information Based Asset Pricing Framework
Publication year - 2019
Language(s) - English
DOI - 10.7176/mtm/9-5-08
Subject(s) - stochastic volatility , econometrics , volatility (finance) , valuation of options , implied volatility , heston model , state space representation , volatility smile , computer science , black–scholes model , mathematics , sabr volatility model , algorithm