Authors: Genon-Catalot, V Jeantheau, T Laredo, C

Citation: V. Genon-catalot et al., Stochastic volatility models as hidden Markov models and statistical applications, BERNOULLI, 6(6), 2000, pp. 1051-1079

Authors: Genon-Catalot, V Jeantheau, T Laredo, C

Citation: V. Genon-catalot et al., Parameter estimation for discretely observed stochastic volatility models, BERNOULLI, 5(5), 1999, pp. 855-872