"Maximum likelihood estimation of the Heston stochastic volatility model ..."

Francesca Mariani, Graziella Pacelli, Francesco Zirilli (2008)

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DOI: 10.1007/S11590-007-0052-7

access: closed

type: Journal Article

metadata version: 2020-07-03

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Francesca Mariani, Graziella Pacelli, Francesco Zirilli:
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. Optim. Lett. 2(2): 177-222 (2008)

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