Analytical approximations of local‐Heston volatility model and error analysis (Q4581293)
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scientific article; zbMATH DE number 6919653
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Analytical approximations of local‐Heston volatility model and error analysis |
scientific article; zbMATH DE number 6919653 |
Statements
Analytical approximations of local‐Heston volatility model and error analysis (English)
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16 August 2018
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analytical approximations
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local and stochastic volatilities
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Malliavin calculus
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