Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters.

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Bibliographic Details
Title:	Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters.
Authors:	Nielsen, Jan Nygaard, Vestergaard, Martin
Source:	International Journal of Theoretical & Applied Finance. Apr2000, Vol. 3 Issue 2, p279. 30p.
Database:	Mathematics Source

Description
ISSN:	02190249
DOI:	10.1142/S0219024900000139