Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406): Difference between revisions
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Latest revision as of 18:20, 30 December 2024
scientific article; zbMATH DE number 7767336
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Implied higher order moments in the Heston model: a case study of S\&P500 index |
scientific article; zbMATH DE number 7767336 |
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Implied higher order moments in the Heston model: a case study of S\&P500 index (English)
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17 November 2023
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calibration
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Heston model
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higher order moments
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VIX index
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