The Alpha‐Heston stochastic volatility model (Q6054369)
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scientific article; zbMATH DE number 7743025
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Alpha‐Heston stochastic volatility model |
scientific article; zbMATH DE number 7743025 |
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The Alpha‐Heston stochastic volatility model (English)
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28 September 2023
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stochastic volatility
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affine models
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CBI processes
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implied volatility surface
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jump clustering
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