Some estimates in extended stochastic volatility models of Heston type (Q3119588)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Some estimates in extended stochastic volatility models of Heston type |
scientific article |
Statements
Some estimates in extended stochastic volatility models of Heston type (English)
0 references
12 March 2019
0 references
law of the stock price
0 references
local and stochastic volatility
0 references
moment explosion
0 references
Itô processes around deterministic curves
0 references
