"Recursive estimation for continuous time stochastic volatility models."

Hui Gong, A. Thavaneswaran (2009)

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DOI: 10.1016/J.AML.2009.06.014

access: closed

type: Journal Article

metadata version: 2017-05-26

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Hui Gong, A. Thavaneswaran:
Recursive estimation for continuous time stochastic volatility models. Appl. Math. Lett. 22(11): 1770-1774 (2009)

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