✦ LIBER ✦
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory
✍ Scribed by Francesca Mariani; Graziella Pacelli; Francesco Zirilli
- Book ID
- 107402381
- Publisher
- Springer-Verlag
- Year
- 2007
- Tongue
- English
- Weight
- 798 KB
- Volume
- 2
- Category
- Article
- ISSN
- 1862-4472
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