On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method
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Publication:2292051
DOI10.1007/s10203-019-00251-0zbMath1432.91109OpenAlexW2945242986WikidataQ127833472 ScholiaQ127833472MaRDI QIDQ2292051
Marco Papi, Filippo Cacace, Alfredo Germani
Publication date: 31 January 2020
Published in: Decisions in Economics and Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1007/s10203-019-00251-0
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