Sylvia Frühwirth-Schnatter, Leopold Sögner,
"Bayesian Estimation of the Heston Stochastic Volatility Model"
, in Communications in Dependability and Quality Management, Vol. 11, Seite(n) 5-25, 2008, ISSN: 1450-7196
Original Titel:
Bayesian Estimation of the Heston Stochastic Volatility Model
Sprache des Titels:
Deutsch
Journal:
Communications in Dependability and Quality Management