An alternative form used to calibrate the Heston option pricing model (Q2007219)
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scientific article; zbMATH DE number 7259745
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An alternative form used to calibrate the Heston option pricing model |
scientific article; zbMATH DE number 7259745 |
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An alternative form used to calibrate the Heston option pricing model (English)
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12 October 2020
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alternative form
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Heston model
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affine solution
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empirical studies
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0.7920267581939697
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0.7043794393539429
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0.7024014592170715
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0.6992921233177185
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