The Heston stochastic volatility model for single assets and for asset portfolios: parameter estimation and an application to the Italian financial market
Luca Vincenzo Ballestra; Roberto Ferri; Graziella Pacelli
| Year of publication: |
2007
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|---|---|
| Authors: | Ballestra, Luca Vincenzo ; Ferri, Roberto ; Pacelli, Graziella |
| Published in: |
The international journal of business and finance research : IJBFR. - Hilo, Hawaii : IBFR, ISSN 1931-0269, ZDB-ID 25365666. - Vol. 1.2007, 2, p. 11-23
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| Extent: | graph. Darst. |
|---|---|
| Type of publication: | Article |
| Language: | English |
| Source: |
Persistent link: https://www.econbiz.de/10009897420