An alternative form used to calibrate the Heston option pricing model (Q2007219)
From MaRDI portal
 | This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: An alternative form used to calibrate the Heston option pricing model |
scientific article; zbMATH DE number 7259745
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternative form used to calibrate the Heston option pricing model |
scientific article; zbMATH DE number 7259745 |
Statements
An alternative form used to calibrate the Heston option pricing model (English)
0 references
12 October 2020
0 references
alternative form
0 references
Heston model
0 references
affine solution
0 references
empirical studies
0 references
0 references
0 references
0 references
0 references
