Maximum Quasi-likelihood Estimation in Fractional Levy Stochastic Volatility Model

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Journal of Mathematical Finance

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"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]	Interest rate derivatives for the fractional Cox-Ingersoll-Ross model Algorithmic Finance, 2023 DOI:10.3233/AF-220467

[2]	Interest rate derivatives for the fractional Cox-Ingersoll-Ross model Algorithmic Finance, 2023 DOI:10.3233/AF-220467

[3]	Quantile estimation in fractional Levy Ornstein-Uhlenbeck processes Model Assisted Statistics and Applications, 2023 DOI:10.3233/MAS-221427

[4]	Interest rate derivatives for the fractional Cox-Ingersoll-Ross model Algorithmic Finance, 2023 DOI:10.3233/AF-220467

[5]	Capturing Subdiffusive Solute Dynamics and Predicting Selectivity in Nanoscale Pores with Time Series Modeling Journal of Chemical Theory and Computation, 2020 DOI:10.1021/acs.jctc.0c00445

[6]	Capturing Subdiffusive Solute Dynamics and Predicting Selectivity in Nanoscale Pores with Time Series Modeling Journal of Chemical Theory and Computation, 2020 DOI:10.1021/acs.jctc.0c00445

[7]	Valuation of real options under persistent shocks Journal of Statistics and Management Systems, 2017 DOI:10.1080/09720510.2017.1411024

[8]	Fractional Calculus And Pathwise Integration for Volterra Processes Driven by Lévy and Martingale Noise Fractional Calculus and Applied Analysis, 2016 DOI:10.1515/fca-2016-0071

[9]	Maximal Inequalities for Fractional Lévy and Related Processes Stochastic Analysis and Applications, 2015 DOI:10.1080/07362994.2015.1036167

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