Pages that link to "Item:Q5079352"

The following pages link to Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352):

Displaying 2 items.

• A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING (Q3225031) (← links)
• A reproducing kernel Hilbert space approach to singular local stochastic volatility McKean-Vlasov models (Q6619591) (← links)