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Uncertainty quantification and Heston model - MaRDI portal

Uncertainty quantification and Heston model (Q2311188)

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Uncertainty quantification and Heston model
scientific article

    Statements

    title
    Uncertainty quantification and Heston model (English)
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    author
    María Suárez-Taboada
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    Jeroen A. S. Witteveen
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    Lech A. Grzelak
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    Cornelis W. Oosterlee
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    publication date
    10 July 2019
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    zbMATH Keywords
    stochastic collocation
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    uncertainty quantification
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    implied volatility
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    Heston model
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    Identifiers

    Mathematics Subject Classification ID
    91G60
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    65N35
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    91B70
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    91G20
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    zbMATH DE Number
    7078363
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    OpenAlex ID
    W2849391148
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    Wikidata QID
    Q129642675
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