On refined volatility smile expansion in the Heston model (Q5300441)
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scientific article; zbMATH DE number 6181853
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| English | On refined volatility smile expansion in the Heston model |
scientific article; zbMATH DE number 6181853 |
Statements
On refined volatility smile expansion in the Heston model (English)
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27 June 2013
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volatility smile fitting
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stochastic volatility
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differential equations
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derivatives pricing
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0.8035035133361816
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0.7938281893730164
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0.7907081246376038
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0.7903586626052856
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0.7862158417701721
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