Calibration and simulation of Heston model (Q2364763)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Calibration and simulation of Heston model
scientific article

    Statements

    Calibration and simulation of Heston model (English)
    0 references
    0 references
    0 references
    25 July 2017
    0 references
    Heston model
    0 references
    stochastic volatility
    0 references
    option pricing
    0 references
    Monte Carlo simulation
    0 references
    calibration
    0 references
    0 references
    0 references
    0 references

    Identifiers

    0 references
    0 references
    0 references
    0 references
    0 references
    0 references
    0 references