Estimation in continuous-time stochastic
volatility models using nonlinear filters |
Jan N. Nielsen, M. Vestergaard, Henrik Madsen
|
| Type | Journal paper [With referee] |
| Journal | International Journal of Theoretical and Applied Finance |
| Year | 2000 Vol. 3 No. 2 pp. 279-308 |
| BibTeX data | [bibtex] |
| IMM Group(s) | Mathematical Statistics |