EFFICIENT PRICING AND RELIABLE CALIBRATION IN THE HESTON MODEL (Q4902546)
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scientific article; zbMATH DE number 6125925
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | EFFICIENT PRICING AND RELIABLE CALIBRATION IN THE HESTON MODEL |
scientific article; zbMATH DE number 6125925 |
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EFFICIENT PRICING AND RELIABLE CALIBRATION IN THE HESTON MODEL (English)
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16 January 2013
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option pricing
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Heston model
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calibration
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Fourier transform
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