Gamma expansion of the Heston stochastic volatility model (Q483714)
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: Gamma expansion of the Heston stochastic volatility model |
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Gamma expansion of the Heston stochastic volatility model |
scientific article |
Statements
Gamma expansion of the Heston stochastic volatility model (English)
0 references
17 December 2014
0 references
stochastic volatility model
0 references
Monte Carlo methods
0 references
