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

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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
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  Data: Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters.
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        Value: 10.1142/S0219024900000139
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        Text: English
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        PageCount: 30
        StartPage: 279
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      – TitleFull: Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters.
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            NameFull: Nielsen, Jan Nygaard
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              Text: Apr2000
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              Y: 2000
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