Parameter estimation for the subcritical Heston model based on discrete time observations
Crossref DOI link: https://doi.org/10.14232/actasm-015-016-0
Published Online: 2016-06-01
Published Print: 2016-06
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Barczy, Mátyás
Pap, Gyula
Szabó, Tamás T.
Text and Data Mining valid from 2016-06-01
Version of Record valid from 2016-06-01
Article History
Received: 23 February 2015
Revised: 24 October 2015
First Online: 1 June 2016