Series Expansions and Direct Inversion for the Heston Model (Q4988549)
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scientific article; zbMATH DE number 7348560
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | Series Expansions and Direct Inversion for the Heston Model |
scientific article; zbMATH DE number 7348560 |
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Series Expansions and Direct Inversion for the Heston Model (English)
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17 May 2021
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series expansion
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direct inversion
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Chebyshev approximation
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stochastic volatility
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0.8568292
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0.85511786
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0.8539748
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0.8524303
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0.8505942
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0.84960264
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0.8493438
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