Realised volatility and parametric estimation of Heston SDEs
Crossref DOI link: https://doi.org/10.1007/s00780-020-00427-2
Published Online: 2020-06-05
Published Print: 2020-07
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Azencott, Robert
Ren, Peng
Timofeyev, Ilya
Text and Data Mining valid from 2020-06-05
Version of Record valid from 2020-06-05
Article History
Received: 17 May 2018
Accepted: 13 December 2019
First Online: 5 June 2020