Pages that link to "Item:Q4689924"
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The following pages link to The Dynamic Correlation Model and Its Application to the Heston Model (Q4689924):
Displaying 6 items.
- Multivariate tempered stable additive subordination for financial models (Q2675366) (← links)
- Foreign exchange options on Heston-CIR model under Lévy process framework (Q2698161) (← links)
- ON THE HESTON MODEL WITH STOCHASTIC CORRELATION (Q2828053) (← links)
- On the calibration of fractional two-factor stochastic volatility model with non-Lipschitz diffusions (Q5055127) (← links)
- Pricing multi-asset American option under Heston-CIR diffusion model with jumps (Q5082773) (← links)
- A new methodology to create valid time-dependent correlation matrices <i>via</i> isospectral flows (Q5110266) (← links)