A fractional Heston model with (Q2974870)

From MaRDI portal
Revision as of 21:59, 19 February 2024 by RedirectionBot (talk | contribs) (‎Removed claim: author (P16): Item:Q591979)
scientific article
Language Label Description Also known as
English
A fractional Heston model with
scientific article

    Statements

    title
    A fractional Heston model with (English)
    0 references
    author
    Yan Yang
    0 references
    published in
    Stochastics
    0 references
    publication date
    11 April 2017
    0 references
    zbMATH Keywords
    stochastic volatility
    0 references
    Heston model
    0 references
    Itô's calculus
    0 references
    fractional Brownian motion
    0 references

    Identifiers

    Mathematics Subject Classification ID
    91B70
    0 references
    60G22
    0 references
    60H30
    0 references
    91G80
    0 references
    zbMATH DE Number
    6704154
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2974870&oldid=21692673"
    Powered by MediaWiki