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F. Mariani, G. Pacelli and F. Zirilli, “Maximum Likelihood Estimation of the Heston Stochastic Volatility Model Using Asset and Option Prices: An Application of Nonlinear Filtering Theory,” Optimization Letters, Vol. 2, No. 2, 2008, pp. 177-222. http://www.econ.univpm.it/pacelli/mariani/finance/w1.

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