Weighted average price in the Heston stochastic volatility model (Q1693861)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted average price in the Heston stochastic volatility model |
scientific article |
Statements
Weighted average price in the Heston stochastic volatility model (English)
0 references
31 January 2018
0 references
option price
0 references
stochastic volatility
0 references
Heston model
0 references
calibration
0 references
0 references
