Filtering and identification of Heston's stochastic volatility model and its market risk
Work
Year: 2005
Type: article
Authors ShinIchi Aihara, Arunabha Bagchi
Institutions Tokyo University of Science, University of Twente
Cites: 12
Cited by: 6
Related to: 10
FWCI: 0.322
Citation percentile (by year/subfield): 69.45
Subfield: Finance
Domain: Social Sciences
Open Access status: green