Deprecated: $wgMWOAuthSharedUserIDs=false is deprecated, set $wgMWOAuthSharedUserIDs=true, $wgMWOAuthSharedUserSource='local' instead [Called from MediaWiki\HookContainer\HookContainer::run in /var/www/html/w/includes/HookContainer/HookContainer.php at line 135] in /var/www/html/w/includes/Debug/MWDebug.php on line 372
THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION - MaRDI portal

THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION (Q2941062)

From MaRDI portal
scientific article
Language Label Description Also known as
English
THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION
scientific article

    Statements

    title
    THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION (English)
    0 references
    publication date
    21 January 2015
    0 references
    Mathematics Subject Classification ID
    91G60
    0 references
    60H35
    0 references
    65C05
    0 references
    91G30
    0 references
    zbMATH DE Number
    6389035
    0 references
    zbMATH Keywords
    Heston stochastic-local volatility
    0 references
    stochastic volatility
    0 references
    local volatility
    0 references
    Heston
    0 references
    hybrid models
    0 references
    calibration
    0 references
    Monte Carlo
    0 references
    OpenAlex ID
    W3123296785
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q2941062&oldid=37144277"
    Powered by MediaWiki