Weighted average price in the Heston stochastic volatility model (Q1693861)
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scientific article; zbMATH DE number 6833091
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weighted average price in the Heston stochastic volatility model |
scientific article; zbMATH DE number 6833091 |
Statements
Weighted average price in the Heston stochastic volatility model (English)
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31 January 2018
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option price
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stochastic volatility
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Heston model
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calibration
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