【作者(必填)】Francesca MarianiGraziella PacelliFrancesco Zirilli

【文题(必填)】Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory
【年份(必填)】2008

【全文链接或数据库名称(选填)】

Optimization Letters

March 2008, Volume 2, Issue 2, pp 177–222

http://link.springer.com/article/10.1007/s11590-007-0052-7