Recursive estimation for continuous time stochastic volatility models
Work
Year: 2009
Type: article
Source: Applied Mathematics Letters
Authors H. Gong, A. Thavaneswaran
Institutions Temple University, University of Manitoba
Cites: 13
Cited by: 8
Related to: 10
FWCI: 1.585
Citation percentile (by year/subfield): 71.46
Subfield: Finance
Domain: Social Sciences
Open Access status: bronze