@ARTICLE\{IMM2000-01939,
    author       = "J. N. Nielsen and M. Vestergaard and H. Madsen",
    title        = "Estimation in continuous-time stochastic
 volatility models using nonlinear filters",
    year         = "2000",
    pages        = "279-308",
    journal      = "International Journal of Theoretical and Applied Finance",
    volume       = "3",
    editor       = "",
    number       = "2",
    publisher    = "",
    url          = "http://www2.compute.dtu.dk/pubdb/pubs/1939-full.html"
}