Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. | D2R Server publishing the DBLP Bibliography Database, hosted at L3S Research Center

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dcterms:bibliographicCitation	<http://dblp.uni-trier.de/rec/bibtex/journals/ol/MarianiPZ08>
dc:creator	<https://dblp.l3s.de/d2r/resource/authors/Francesca_Mariani>
dc:creator	<https://dblp.l3s.de/d2r/resource/authors/Francesco_Zirilli>
dc:creator	<https://dblp.l3s.de/d2r/resource/authors/Graziella_Pacelli>
foaf:homepage	<http://dx.doi.org/doi.org%2F10.1007%2Fs11590-007-0052-7>
foaf:homepage	<https://doi.org/10.1007/s11590-007-0052-7>
dc:identifier	DBLP journals/ol/MarianiPZ08 (xsd:string)
dc:identifier	DOI doi.org%2F10.1007%2Fs11590-007-0052-7 (xsd:string)
dcterms:issued	2008 (xsd:gYear)
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rdfs:label	Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. (xsd:string)
foaf:maker	<https://dblp.l3s.de/d2r/resource/authors/Francesca_Mariani>
foaf:maker	<https://dblp.l3s.de/d2r/resource/authors/Francesco_Zirilli>
foaf:maker	<https://dblp.l3s.de/d2r/resource/authors/Graziella_Pacelli>
swrc:number	2 (xsd:string)
swrc:pages	177-222 (xsd:string)
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rdfs:seeAlso	<http://dblp.uni-trier.de/db/journals/ol/ol2.html#MarianiPZ08>
rdfs:seeAlso	<https://doi.org/10.1007/s11590-007-0052-7>
dc:title	Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application of nonlinear filtering theory. (xsd:string)
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