Q5146449 (Q5146449): Difference between revisions
From MaRDI portal
Set profile property. |
Changed an Item |
||
| Property / arXiv ID | |||
| Property / arXiv ID: 1610.09714 / rank | |||
Normal rank | |||
Revision as of 23:11, 19 April 2024
scientific article; zbMATH DE number 7301066
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | No label defined |
scientific article; zbMATH DE number 7301066 |
Statements
25 January 2021
0 references
Heston-CIR hybrid model
0 references
realized variance
0 references
stochastic interest rate
0 references
stochastic volatility
0 references
variance swap
0 references
generalized Fourier transform
0 references
