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Estimation of stochastic volatility in the hull-white model
Aihara, Shinichi; Bagchi, Arunabha - In: Applied mathematical finance 7 (2000) 3, pp. 153-181
Persistent link: https://www.econbiz.de/10001590456
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Filtering and identification of Heston's stochastic volatility model and its market risk
Aihara, ShinIchi; Bagchi, Arunabha - In: Journal of economic dynamics & control 30 (2006) 12, pp. 2363-2388
Persistent link: https://www.econbiz.de/10003395572