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About this Computer Science article
Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory by Francesca Mariani; Graziella Pacelli; Francesco Zirilli is a Computer Science article available to read on EtoBox.
It is typically read by researchers, students, and practitioners in Computer Science.
- Author
- Francesca Mariani; Graziella Pacelli; Francesco Zirilli
- Publisher
- Springer-Verlag; Springer Verlag; Springer Science and Business Media LLC (ISSN 1862-4472)
- Published
- 2007
- Field
- Computer Science (Physical Sciences)
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