HAL Id: hal-02696385
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Submitted on 1 Jun 2020
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Parametric estimation for discretely observed stochastic volatility models
V. Genon-Catalot, T. Jeantheau, Catherine Laredo
To cite this version:
V. Genon-Catalot, T. Jeantheau, Catherine Laredo. Parametric estimation for discretely observed
stochastic volatility models. Bernoulli, Bernoulli Society for Mathematical Statistics and Probability,
1999, 5 (5), pp.855-872. �10.2307/3318447�. �hal-02696385�
Parameter estimation for discretely observed stochastic volatility models
VA L E N T I N E G E N O N - C ATA L OT 1 , T H I E R RY J E A N T H E AU 1 and CATHERINE LAREDO 2
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Universite de Marne-la-ValleÂe, Equipe d'Analyse et de MatheÂmatiques AppliqueÂes, Cite Descartes 5, Bd Descartes, Champs-sur-Maine, 77454, Maine-La-ValleÂe, Cedex 2, France.
E-mail: genon@univ-mlv.fr jeantheau@univ-mlv.fr
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