On parameter estimation of Heston’s stochastic volatility model: a polynomial filtering method
Crossref DOI link: https://doi.org/10.1007/s10203-019-00251-0
Published Online: 2019-05-18
Published Print: 2019-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Cacace, F.
Germani, A.
Papi, M.
Text and Data Mining valid from 2019-05-18
Version of Record valid from 2019-05-18
Article History
Received: 1 August 2018
Accepted: 6 May 2019
First Online: 18 May 2019