A hybrid approach for the implementation of the Heston model
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Publication:5046610
DOI10.1093/imaman/dpv032OpenAlexW2286171594MaRDI QIDQ5046610
Maya Briani, Lucia Caramellino, Antonino Zanette
Publication date: 9 November 2022
Published in: IMA Journal of Management Mathematics (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1307.7178
Operations research, mathematical programming (90-XX) Game theory, economics, finance, and other social and behavioral sciences (91-XX)
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