Vlad Bally, Stefano De Marco. Some estimates in extended stochastic volatility models of Heston type. Risk and Decision Analysis, 2(4):195-206, 2011. [doi]
@article{BallyM11,
title = {Some estimates in extended stochastic volatility models of Heston type},
author = {Vlad Bally and Stefano De Marco},
year = {2011},
doi = {10.3233/RDA-2011-0046},
url = {http://dx.doi.org/10.3233/RDA-2011-0046},
researchr = {https://researchr.org/publication/BallyM11},
cites = {0},
citedby = {0},
journal = {Risk and Decision Analysis},
volume = {2},
number = {4},
pages = {195-206},
}