Title of article
Filtering and identification of Hestonʹs stochastic volatility model and its market risk
Author/Authors
ShinIchi Aihara، نويسنده , , Arunabha Bagchi، نويسنده ,
Issue Information
روزنامه با شماره پیاپی سال 2006
Pages
26
From page
2363
To page
2388
Keywords
Nonlinear filtering , option pricing , Zakai equation , Splitting-up method , Stochastic Volatility
Journal title
Journal of Economic Dynamics and Control
Serial Year
2006
Journal title
Journal of Economic Dynamics and Control
Record number
238964
Link To Document