A robust spectral method for solving Heston's model (Q2247922): Difference between revisions
From MaRDI portal
Latest revision as of 16:25, 8 July 2024
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A robust spectral method for solving Heston's model |
scientific article |
Statements
A robust spectral method for solving Heston's model (English)
0 references
30 June 2014
0 references
Heston's volatility model
0 references
spectral methods
0 references
Laplace transform
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references