ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS...

International Journal of Theoretical and Applied Finance 2000 / 04 Vol. 3; Iss. 2

ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS

NIELSEN, JAN NYGAARD, VESTERGAARD, MARTIN
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Volume:
3
Language:
english
Journal:
International Journal of Theoretical and Applied Finance
DOI:
10.1142/S0219024900000139
Date:
April, 2000
File:
PDF, 443 KB
english, 2000
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