On the Heston model with stochastic correlation (Q2828053)
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scientific article; zbMATH DE number 6642665
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the Heston model with stochastic correlation |
scientific article; zbMATH DE number 6642665 |
Statements
24 October 2016
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Heston model
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stochastic correlation process
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Ornstein-Uhlenbeck process
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Jacobi process
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characteristic function
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affine diffusion process
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On the Heston model with stochastic correlation (English)
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