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20132024
most citedModeling delay in genetic networks: From delay birth-death processes to delay stochastic differential equations

29 citations · 55 across the 21 of their papers we have counts for

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Showing 2014 · math.PRShow all

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math.PR2014★ 2 cited

Accuracy of Maximum Likelihood Parameter Estimators for Heston volatility SDE

Robert Azencott, Yutheeka Gadhyan

We study approximate maximum likelihood estimators (MLEs) for the parameters of the widely used Heston stock and volatility stochastic differential equations (SDEs). We compute exp…