The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods (Q3068487)
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scientific article; zbMATH DE number 5837241
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| default for all languages | No label defined |
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| English | The calibration of the Heston stochastic volatility model using filtering and maximum likelihood methods |
scientific article; zbMATH DE number 5837241 |
Statements
15 January 2011
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