The Heston model with stochastic elasticity of variance (Q4620171)
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scientific article; zbMATH DE number 7015467
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | The Heston model with stochastic elasticity of variance |
scientific article; zbMATH DE number 7015467 |
Statements
The Heston model with stochastic elasticity of variance (English)
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8 February 2019
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Heston model
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stochastic elasticity of variance
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multifactor
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implied volatility
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0.9183246
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0.9166586
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0.9090808
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0.90895444
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0.9059413
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0.89992934
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0.8985952
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