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A multifactor volatility Heston model - MaRDI portal

A multifactor volatility Heston model (Q3539544)

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A multifactor volatility Heston model
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    title
    A multifactor volatility Heston model (English)
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    author
    José Da Fonseca
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    Martino Grasselli
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    Claudio Tebaldi
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    publication date
    18 November 2008
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    zbMATH DE Number
    5368478
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    zbMATH Keywords
    stochastic volatility
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    financial derivatives
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    volatility modelling
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    options pricing
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    options volatility
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    OpenAlex ID
    W2073476019
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