An explicitly solvable Heston model with stochastic interest rate (Q320946)
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scientific article; zbMATH DE number 6635778
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicitly solvable Heston model with stochastic interest rate |
scientific article; zbMATH DE number 6635778 |
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An explicitly solvable Heston model with stochastic interest rate (English)
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7 October 2016
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finance
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option pricing
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stochastic volatility models
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calibration procedure
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0.9462283
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0.9155295
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0.8914042
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0.8887451
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0.8877548
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0.88583344
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0.87993664
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