Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406)
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scientific article; zbMATH DE number 7767336
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| English | Implied higher order moments in the Heston model: a case study of S\&P500 index |
scientific article; zbMATH DE number 7767336 |
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Implied higher order moments in the Heston model: a case study of S\&P500 index (English)
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17 November 2023
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calibration
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Heston model
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higher order moments
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VIX index
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0.8264978528022766
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0.7784247398376465
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0.7777381539344788
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0.769599199295044
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0.7668221592903137
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