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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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