A fractional version of the Heston model with Hurst parameter \(H \in (1/2, 1)\) (Q4609296)
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scientific article; zbMATH DE number 6855079
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | A fractional version of the Heston model with Hurst parameter \(H \in (1/2, 1)\) |
scientific article; zbMATH DE number 6855079 |
Statements
29 March 2018
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0.8309051394462585
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0.8150956630706787
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0.8055989742279053
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0.805332362651825
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