MODERN LOGARITHMS FOR THE HESTON MODEL (Q3444861)

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MODERN LOGARITHMS FOR THE HESTON MODEL
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    title
    MODERN LOGARITHMS FOR THE HESTON MODEL (English)
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    author
    Ingo Fahrner
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    publication date
    5 June 2007
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    Mathematics Subject Classification ID
    91G30
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    91B70
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    60H30
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    zbMATH DE Number
    5161540
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    zbMATH Keywords
    Heston model
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    branch-cut
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    Lewis-Lipton formula
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    OpenAlex ID
    W3125121372
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