On parameter estimation of Heston’s stochastic volatility model: a polynomial filtering method

2019 ◽  
Vol 42 (2) ◽  
pp. 503-525 ◽  
Author(s):  
F. Cacace ◽  
A. Germani ◽  
M. Papi
Keyword(s):  
Parameter Estimation ◽  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Filtering Method ◽  
Volatility Model ◽  
Polynomial Filtering

A non-Gaussian stochastic volatility model

1998 ◽  
Vol 2 (2) ◽  
pp. 33-47 ◽  
Author(s):  
Yuichi Nagahara ◽  
Genshiro Kitagawa
Keyword(s):  
Stochastic Volatility ◽  
Stochastic Volatility Model ◽  
Volatility Model ◽  
Non Gaussian
Sign in / Sign up

Export Citation Format

Share Document