Estimation and empirical performance of Heston's stochastic volatility model: the case of a thinly traded market
- 1 March 2002
- journal article
- Published by Elsevier in Journal of Empirical Finance
- Vol. 9 (2) , 225-255
- https://doi.org/10.1016/s0927-5398(01)00052-4
Abstract
No abstract availableThis publication has 33 references indexed in Scilit:
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