Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352): Difference between revisions
From MaRDI portal
Changed an Item |
Changed an Item |
||
| Property / describes a project that uses | |||
| Property / describes a project that uses: Anderson / rank | |||
Normal rank | |||
Revision as of 23:59, 29 February 2024
scientific article; zbMATH DE number 7532600
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary Heston model: calibration and pricing of exotics using product recursive quantization |
scientific article; zbMATH DE number 7532600 |
Statements
Stationary Heston model: calibration and pricing of exotics using product recursive quantization (English)
0 references
27 May 2022
0 references
stochastic volatility
0 references
Heston model
0 references
Gamma distribution
0 references
exotic derivatives
0 references
