Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes (Q1873980)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes |
scientific article |
Statements
Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes (English)
0 references
21 May 2003
0 references
stochastic variance
0 references
growth rate
0 references