Department of Statistics, University of Manitoba, Winnipeg, Canada
Department of Accounting and Finance, University of Manitoba, Winnipeg, Canada
Department of Statistics, University of Manitoba, Winnipeg, Canada
Copyright © 2013 Theodoro Koulis, Alexander Paseka, Aerambamoorthy Thavaneswaran et al. This is
an open access article distributed under the Creative Commons Attribution
License, which permits unrestricted use, distribution, and reproduction in any
medium, provided the original work is properly cited.
How to Cite this Article
T. Koulis, A. Paseka and A. Thavaneswaran, "Recursive Estimation for Continuous Time Stochastic Volatility Models Using the Milstein Approximation,"
Journal of Mathematical Finance, Vol. 3 No. 3, 2013, pp. 357-365. doi:
10.4236/jmf.2013.33036.