Filtering and identification of Heston's stochastic volatility model and its market risk
- 作者ShinIchi Aihara; Arunabha Bagchi
- 卷第30卷
- 期第12期
- 印刷ISSN0165-1889
- 文件大小626.18KB
- 发表时间2006
- DOI10.1016/j.jedc.2005.06.017
- 页码2363-2388
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