Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market

✍ Scribed by Gabriele Fiorentini; Angel León; Gonzalo Rubio

• Book ID: 117628137
• Publisher: Elsevier Science
• Year: 2002
• Tongue: English
• Weight: 219 KB
• Volume: 9
• Category: Article
• ISSN: 0927-5398
• DOI: 10.1016/s0927-5398(01)00052-4