On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method.
Saved in:
| Title: | On parameter estimation of Heston's stochastic volatility model: a polynomial filtering method. |
|---|---|
| Authors: | Cacace, F.1 (AUTHOR), Germani, A.2 (AUTHOR), Papi, M.1 (AUTHOR) m.papi@unicampus.it |
| Source: | Decisions in Economics & Finance. Dec2019, Vol. 42 Issue 2, p503-525. 23p. |
| Database: | Business Source Ultimate |
| ISSN: | 15938883 |
|---|---|
| DOI: | 10.1007/s10203-019-00251-0 |
