A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING (Q3225031)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING |
scientific article |
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A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING (English)
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13 March 2012
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heston model
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multi-asset
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option pricing
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calibration
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correlation
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