Ximei Wang, Xingkang He, Ying Bao, Yanlong Zhao. Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm. Science in China Series F: Information Sciences, 61(4), 2018. [doi]
@article{WangHBZ18,
title = {Parameter estimates of Heston stochastic volatility model with MLE and consistent EKF algorithm},
author = {Ximei Wang and Xingkang He and Ying Bao and Yanlong Zhao},
year = {2018},
doi = {10.1007/s11432-017-9215-8},
url = {https://doi.org/10.1007/s11432-017-9215-8},
researchr = {https://researchr.org/publication/WangHBZ18},
cites = {0},
citedby = {0},
journal = {Science in China Series F: Information Sciences},
volume = {61},
number = {4},
}