Filtering and identification of Heston's stochastic volatility model and its market risk
| Year of publication: |
2006
|
|---|---|
| Authors: | Aihara, ShinIchi ; Bagchi, Arunabha |
| Published in: |
Journal of Economic Dynamics and Control. - Elsevier, ISSN 0165-1889. - Vol. 30.2006, 12, p. 2363-2388
|
| Publisher: |
Elsevier |