Shigeyoshi Ogawa, Koji Wakayama. On a real-time scheme for the estimation of volatility. Monte Carlo Meth. and Appl., 13(2):99-116, 2007. [doi]
@article{OgawaW07,
title = {On a real-time scheme for the estimation of volatility},
author = {Shigeyoshi Ogawa and Koji Wakayama},
year = {2007},
doi = {10.1515/mcma.2007.006},
url = {http://dx.doi.org/10.1515/mcma.2007.006},
researchr = {https://researchr.org/publication/OgawaW07},
cites = {0},
citedby = {0},
journal = {Monte Carlo Meth. and Appl.},
volume = {13},
number = {2},
pages = {99-116},
}