Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman Filter

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@article{cca5dc20fab64fe5b30f11fd5e01f1e1,

title = "Inference for a class of stochastic volatility models using option and spot prices: Application of a bivariate Kalman Filter",

author = "Forbes, {Catherine Scipione} and Martin, {Gael Margaret} and Wright, {Jill Dianne}",

year = "2007",

language = "English",

volume = "26",

pages = "387 -- 418",

journal = "Econometric Reviews",

issn = "0747-4938",

publisher = "Taylor & Francis",

number = "2-4",

}