A robust spectral method for solving Heston's model (Q2247922)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6309797
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | A robust spectral method for solving Heston's model |
scientific article; zbMATH DE number 6309797 |
Statements
A robust spectral method for solving Heston's model (English)
0 references
30 June 2014
0 references
Heston's volatility model
0 references
spectral methods
0 references
Laplace transform
0 references
stochastic volatility
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0.8850594
0 references
0.88402873
0 references
0.8785341
0 references
0.8763178
0 references
0 references
0.87538004
0 references
0.87360424
0 references
0.8734324
0 references
0 references
