On refined volatility smile expansion in the Heston model (Q5300441): Difference between revisions
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Revision as of 01:56, 20 April 2024
scientific article; zbMATH DE number 6181853
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On refined volatility smile expansion in the Heston model |
scientific article; zbMATH DE number 6181853 |
Statements
On refined volatility smile expansion in the Heston model (English)
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27 June 2013
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volatility smile fitting
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stochastic volatility
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differential equations
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derivatives pricing
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