Sylvia Frühwirth-Schnatter, Leopold Sögner. Bayesian Estimation of the Heston Stochastic Volatility Model. In Ulrike Leopold-Wildburger, Franz Rendl, Gerhard Wäscher, editors, Operations Research Proceedings 2002, Selected Papers of the International Conference on Operations Research (SOR 2002), Klagenfurt, September 2-5, 2002. pages 480-485, Springer, 2002. [doi]
Abstract is missing.