H. Gong, A. Thavaneswaran. Recursive estimation for continuous time stochastic volatility models. Appl. Math. Lett., 22(11):1770-1774, 2009. [doi]
@article{GongT09,
title = {Recursive estimation for continuous time stochastic volatility models},
author = {H. Gong and A. Thavaneswaran},
year = {2009},
doi = {10.1016/j.aml.2009.06.014},
url = {http://dx.doi.org/10.1016/j.aml.2009.06.014},
researchr = {https://researchr.org/publication/GongT09},
cites = {0},
citedby = {0},
journal = {Appl. Math. Lett.},
volume = {22},
number = {11},
pages = {1770-1774},
}