Stochastic volatility and the goodness-of-fit of the Heston model (Q5697327): Difference between revisions
From MaRDI portal
Created a new Item |
Set profile property. |
||
Property / MaRDI profile type | |||
Property / MaRDI profile type: MaRDI publication profile / rank | |||
Normal rank |
Revision as of 23:55, 5 March 2024
scientific article; zbMATH DE number 2214690
Language | Label | Description | Also known as |
---|---|---|---|
English | Stochastic volatility and the goodness-of-fit of the Heston model |
scientific article; zbMATH DE number 2214690 |
Statements
Stochastic volatility and the goodness-of-fit of the Heston model (English)
0 references
17 October 2005
0 references