Pages that link to "Item:Q2143315"
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The following pages link to Combined multiplicative-Heston model for stochastic volatility (Q2143315):
Displaying 7 items.
- Portfolio single index (PSI) multivariate conditional and stochastic volatility models (Q929684) (← links)
- Application of the Heston stochastic volatility model for Borsa Istanbul using impression matrix norm (Q2515097) (← links)
- Integration of CARMA processes and spot volatility modelling (Q2852488) (← links)
- A multifactor volatility Heston model (Q3539544) (← links)
- The Heston model with stochastic elasticity of variance (Q4620171) (← links)
- THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL (Q5371135) (← links)
- The Alpha‐Heston stochastic volatility model (Q6054369) (← links)