most citedParameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices

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q-fin.MF2022★ 1 cited

Parameter Estimation of the Heston Volatility Model with Jumps in the Asset Prices

Jarosław Gruszka, Janusz Szwabiński

Parametric estimation of stochastic differential equations (SDEs) has been a subject of intense studies already for several decades. The Heston model for instance is driven by two…