Journal of Mathematical Finance

Journal of Mathematical Finance

ISSN Print: 2162-2434
ISSN Online: 2162-2442
www.scirp.org/journal/jmf
E-mail: jmf@scirp.org
"Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model"
written by Jaya Prakasah Narayan Bishwal,
published by Journal of Mathematical Finance, Vol.1 No.3, 2011
has been cited by the following article(s):
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[1] Parameter Estimation for SPDEs Driven by Cylindrical Stable Processes
European Journal of Mathematical Analysis, 2023
[2] Quasi-likelihood Estimation in Fractional Levy SPDEs from Poisson Sampling
European Journal of Mathematical Analysis, 2022
[3] MLE Evolution Equation for Fractional Diffusions and Berry-Esseen Inequality of Stochastic Gradient Descent Algorithm for American Option
European Journal of Statistics, 2022
[4] Bayesian Maximum Likelihood Estimation in Fractional Stochastic Volatility Model
Parameter Estimation in Stochastic Volatility Models, 2022
[5] Capturing Subdiffusive Solute Dynamics and Predicting Selectivity in Nanoscale Pores with Time Series Modeling
2020
[6] Valuation of real options under persistent shocks
Arid Land Research and Management, 2017
[7] Maximum Likelihood Estimation in Nonlinear Fractional Stochastic Volatility Model
2017
[8] Fractional calculus and pathwise integration for Volterra processes driven by Lévy and martingale noise
Fractional Calculus and Applied Analysis, 2016
[9] Option pricing in stochastic volatility models driven by fractional Lévy processes
International Journal of Financial Markets and Derivatives, 2016
[10] Fractional calculus and path-wise integration for Volterra processes driven by L\'evy and martingale noise
2016
[11] Stochastic calculus for Lévy-driven Volterra processes
2015
[12] Maximal inequalities for fractional Lévy and related processes
Stochastic Analysis and Applications, 2015
[13] On Ito's formula for convoluted Lévy processes
arXiv preprint arXiv:1402.6568, 2014
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