Gamma expansion of the Heston stochastic volatility model (Q483714)
From MaRDI portal
!
This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use the normal view instead:
scientific article; zbMATH DE number 6381317
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
||
| English | Gamma expansion of the Heston stochastic volatility model |
scientific article; zbMATH DE number 6381317 |
Statements
Gamma expansion of the Heston stochastic volatility model (English)
0 references
17 December 2014
0 references
stochastic volatility model
0 references
Monte Carlo methods
0 references
0 references
0 references
0 references
0.8292391896247864
0 references
0.8084919452667236
0 references
0.7805435061454773
0 references
0.7733458876609802
0 references
0.7671725749969482
0 references
