A hybrid approach for the implementation of the Heston model (Q5046610): Difference between revisions
From MaRDI portal
Created a new Item |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W2286171594 / rank | |||
Normal rank | |||
| links / mardi / name | links / mardi / name | ||
Latest revision as of 22:18, 19 March 2024
scientific article; zbMATH DE number 7613718
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A hybrid approach for the implementation of the Heston model |
scientific article; zbMATH DE number 7613718 |
Statements
A hybrid approach for the implementation of the Heston model (English)
0 references
9 November 2022
0 references
tree methods
0 references
finite differences
0 references
Heston model
0 references
European and American options
0 references
