Estimation and empirical performance of Heston's stochastic volatility model: The case of a thinly traded market
- Fiorentini, G.
- León, A.
- Rubio, G.
ISSN: 0927-5398
Argitalpen urtea: 2002
Alea: 9
Zenbakia: 2
Orrialdeak: 225-255
Mota: Artikulua
Aldizkaria:
Journal of Empirical Finance
