Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter

Inference for a Class of Stochastic Volatility Models Using Option and Spot Prices: Application of a Bivariate Kalman Filter

Forbes, Catherine S., (2007)

Bayesian Estimation of a Stochastic Volatility Model Using Option and Spot Prices: Application of a Bivariate Kalman Filter

Forbes, Catherine S., (2003)

Bayesian estimation of a stochastic volatility model using option and spot prices

Forbes, Catherine Scipione, (2002)