See discussions, stats, and author profiles for this publication at: https://www.researchgate.net/publication/226802689 McMC Estimation of Multiscale Stochastic Volatility Models Chapter in Mathematics and Computers in Simulation · January 2010 DOI: 10.1007/978-0-387-77117-5_71 CITATIONS 16 READS 45 3 authors: German Molina Idalion Capital Group 18 PUBLICATIONS 637 CITATIONS SEE PROFILE Chuan-Hsiang Han National Tsing Hua University 15 PUBLICATIONS 162 CITATIONS SEE PROFILE Jean-Pierre Fouque University of California, Santa Barbara 133 PUBLICATIONS 2,365 CITATIONS SEE PROFILE All content following this page was uploaded by German Molina on 26 December 2016. The user has requested enhancement of the downloaded file. All in-text references underlined in blue are added to the original document and are linked to publications on ResearchGate, letting you access and read them immediately.