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

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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]

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