Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm
Crossref DOI link: https://doi.org/10.1007/s11432-017-9215-8
Published Online: 2018-03-05
Published Print: 2018-04
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Wang, Ximei
He, Xingkang
Bao, Ying
Zhao, Yanlong
Text and Data Mining valid from 2018-03-05
Article History
Received: 21 June 2017
Accepted: 8 August 2017
First Online: 5 March 2018