PRACTICAL INVESTMENT STRATEGIES UNDER A MULTI-SCALE HESTON'S STOCHASTIC VOLATILITY MODEL
From MaRDI portal
Publication:4593282
DOI10.7858/eamj.2017.003zbMath1376.91151MaRDI QIDQ4593282
Publication date: 22 November 2017
Published in: East Asian mathematical journal (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.7858/eamj.2017.003
Related Items