Particle filters for estimating parameters of a SVOL

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Martina Frego
Martina Frego on 14 Jul 2017
Commented: Srikanth Gadicherla on 13 Dec 2018
Good morning, I need to compare results from estimating parameter of a stochastic volatility model such as Heston, using Kalman filters and particle filters. Is there any Matlab function or code which can help me? Thanks

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