Book of Donmon Teith

This book develops alternative methods to estimate the unknown parameters in stochastic volatility models, offering a new approach to test model accuracy. While

This treatise delves into the latest advancements in stochastic volatility models, highlighting the utilization of Markov chain Monte Carlo simulations for esti

In this thesis, we propose a generalized Heston model as a tool to estimate volatility. We have used Approximate Bayesian Computing to estimate the parameters o