Time Dependent Heston Model (Q3563695): Difference between revisions
From MaRDI portal
Added link to MaRDI item. |
Set OpenAlex properties. |
||
| (2 intermediate revisions by 2 users not shown) | |||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Mathematica / rank | |||
Normal rank | |||
| Property / MaRDI profile type | |||
| Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank | |||
| Property / full work available at URL | |||
| Property / full work available at URL: https://doi.org/10.1137/090753814 / rank | |||
Normal rank | |||
| Property / OpenAlex ID | |||
| Property / OpenAlex ID: W3124191912 / rank | |||
Normal rank | |||
Latest revision as of 02:21, 20 March 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Dependent Heston Model |
scientific article |
Statements
Time Dependent Heston Model (English)
0 references
1 June 2010
0 references
time dependent Heston model
0 references
Cox-Ingersoll-Ross model
0 references
Malliavin calculus
0 references
asymptotic expansion
0 references
volatility of volatility
0 references
