Filtering and identification of Heston's stochastic volatility model and its market risk
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Publication:959679
DOI10.1016/J.JEDC.2005.06.017zbMath1162.91361OpenAlexW2137937074MaRDI QIDQ959679
Arunabha Bagchi, Shin Ichi Aihara
Publication date: 12 December 2008
Published in: Journal of Economic Dynamics \& Control (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1016/j.jedc.2005.06.017
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