Filtering and identification of Heston's stochastic volatility model and its market risk
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Volume (Year): 30 (2006)
Issue (Month): 12 (December)
Pages: 2363-2388
| Handle: | RePEc:eee:dyncon:v:30:y:2006:i:12:p:2363-2388 |
| Contact details of provider: | Web page: http://www.elsevier.com/locate/jedc
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- Hull, John C & White, Alan D, 1987. " The Pricing of Options on Assets with Stochastic Volatilities," Journal of Finance, American Finance Association, vol. 42(2), pages 281-300, June.
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