"Bayesian Estimation of the Heston Stochastic Volatility Model."

Sylvia Frühwirth-Schnatter, Leopold Sögner (2002)

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DOI: 10.1007/978-3-642-55537-4_78

access: closed

type: Conference or Workshop Paper

metadata version: 2017-05-19

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Sylvia Frühwirth-Schnatter, Leopold Sögner:
Bayesian Estimation of the Heston Stochastic Volatility Model. OR 2002: 480-485

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