A multifactor volatility Heston model (Q3539544)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A multifactor volatility Heston model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multifactor volatility Heston model |
scientific article |
Statements
A multifactor volatility Heston model (English)
0 references
18 November 2008
0 references
stochastic volatility
0 references
financial derivatives
0 references
volatility modelling
0 references
options pricing
0 references
options volatility
0 references
