Estimation in Continuous-time Stochastic Volatility Models Using Nonlinear Filters. | J. N. Nielsen, M. Vestergaard, H. Madsen
| | Type | Journal paper [General scientific subjects] | | Journal | Int. Jour. of Theoretical and Appl. Finance | | Year | 2000 Vol. 3 pp. 279-308 | | BibTeX data | [bibtex] | | IMM Group(s) | Mathematical Statistics |
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