Estimation in continuous-time stochastic| volatility models using nonlinear filters

Jan Nygaard Nielsen; M. Vestergaard; Henrik Madsen

Estimation in continuous-time stochastic| volatility models using nonlinear filters

Jan Nygaard Nielsen
, M. Vestergaard
, Henrik Madsen

Research output: Contribution to journal › Journal article › Research › peer-review

Abstract

Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308.

Original language	English
Journal	International Journal of Theoretical and Applied Finance
Volume	3
Issue number	2
Pages (from-to)	279-308
ISSN	0219-0249
Publication status	Published - 2000

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title = "Estimation in continuous-time stochastic| volatility models using nonlinear filters",

abstract = "Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308.",

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AU - Nielsen, Jan Nygaard

AU - Vestergaard, M.

AU - Madsen, Henrik

PY - 2000

Y1 - 2000

N2 - Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308.

AB - Presents a correction to the authorship of the article 'Estimation in Continuous-Time Stochastic Volatility Models Using Nonlinear Filters,' published in the periodical 'International Journal of Theoretical and Applied Finance,' Vol. 3, No. 2., pp. 279-308.

M3 - Journal article

SN - 0219-0249

VL - 3

SP - 279

EP - 308

JO - International Journal of Theoretical and Applied Finance

JF - International Journal of Theoretical and Applied Finance

IS - 2

ER -

Estimation in continuous-time stochastic| volatility models using nonlinear filters

Abstract

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