Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory

Francesca Mariani, Graziella Pacelli, Francesco Zirilli. Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. Optimization Letters, 2(2):177-222, 2008. [doi]

Abstract

Abstract is missing.