مرکز منطقه ای اطلاع رساني علوم و فناوري - Estimation and empirical performance of Hestonʹs stochastic volatility model: the case of a thinly traded market

Title of article :

Estimation and empirical performance of Hestonʹs stochastic volatility model: the case of a thinly traded market

Author/Authors :

Gabriele Fiorentini، نويسنده , , Angel Le?n، نويسنده , , Gonzalo Rubio، نويسنده ,

Issue Information :

دوماهنامه با شماره پیاپی سال 2002

Pages :

From page :

225

To page :

255

Keywords :

Stochastic , Volatility , skewness , Kurtosis , pricing

Journal title :

Journal of Empirical Finance

Serial Year :

2002

Journal title :

Journal of Empirical Finance

Record number :

130712

Link To Document :