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Mathematical Problems in Engineering
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Mathematical Problems in Engineering
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2016
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Article
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Tab 2
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Research Article
Improved Maximum Likelihood Estimation of Heston Model and Pricing Efficiency Test: Hong Kong Hang Seng Index Option
Table 2
Parameter estimation results of 500-day at-the-money option price data.
Heston model parameters
Estimated values of Heston model parameters
1.1409
12.8701
ā0.9957
ā175.9290
0.0000