ESTIMATION IN CONTINUOUS-TIME STOCHASTIC VOLATILITY MODELS USING NONLINEAR FILTERS
From MaRDI portal
Publication:3523558
DOI10.1142/S0219024900000139zbMath1154.91467MaRDI QIDQ3523558
Jan Nygaard Nielsen, Martin Vestergaard
Publication date: 3 September 2008
Published in: International Journal of Theoretical and Applied Finance (Search for Journal in Brave)
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