Estimating the Parameters of Stochastic Volatility Models Using Option Price Data

By Aubrey Hurn, Kenneth P. Lindsay, A. McClelland. 2015

59 citations recorded by the source corpus.

Subfields: Demography, Finance

View Paper: https://www.semanticscholar.org/paper/f32ddadf62a7ce34c1df1bdd2c993d4b5ddaa5ef