Parameter estimates of Heston stochastic volatility model...

SCIENCE CHINA Information Sciences 2018 / 4 Vol. 61; Iss. 4

Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm

Wang, Ximei, He, Xingkang, Bao, Ying, Zhao, Yanlong
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Volume:
61
Language:
english
Journal:
Science China Information Sciences
DOI:
10.1007/s11432-017-9215-8
Date:
April, 2018
File:
PDF, 566 KB
english, 2018
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