Pages that link to "Item:Q2292051"

The following pages link to On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method (Q2292051):

Displaying 6 items.

• Realised volatility and parametric estimation of Heston SDEs (Q784737) (← links)
• Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory (Q928297) (← links)
• Filtering and identification of Heston's stochastic volatility model and its market risk (Q959679) (← links)
• Analysis of filtering and smoothing algorithms for Lévy-driven stochastic volatility models (Q1023616) (← links)
• Volatility and volatility-linked derivatives: estimation, modeling, and pricing (Q2292042) (← links)
• Parameter estimation of stochastic volatility model with jump (Q5127702) (← links)