Oliver Pfante, Nils Bertschinger. Uncertainty of Volatility Estimates from Heston Greeks. Frontiers Appl. Math. Stat., 3:27, 2017. [doi]
@article{PfanteB17,
title = {Uncertainty of Volatility Estimates from Heston Greeks},
author = {Oliver Pfante and Nils Bertschinger},
year = {2017},
doi = {10.3389/fams.2017.00027},
url = {https://doi.org/10.3389/fams.2017.00027},
researchr = {https://researchr.org/publication/PfanteB17},
cites = {0},
citedby = {0},
journal = {Frontiers Appl. Math. Stat.},
volume = {3},
pages = {27},
}