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
Time Dependent Heston Model - MaRDI portal

Time Dependent Heston Model (Q3563695)

From MaRDI portal
scientific article
Language Label Description Also known as
English
Time Dependent Heston Model
scientific article

    Statements

    title
    Time Dependent Heston Model (English)
    0 references
    author
    Eric Benhamou
    0 references
    Emmanuel Gobet
    0 references
    Mohammed Miri
    0 references
    publication date
    1 June 2010
    0 references
    zbMATH Keywords
    time dependent Heston model
    0 references
    Cox-Ingersoll-Ross model
    0 references
    Malliavin calculus
    0 references
    asymptotic expansion
    0 references
    volatility of volatility
    0 references

    Identifiers

    DOI
    10.1137/090753814
    0 references
    Mathematics Subject Classification ID
    91G20
    0 references
    60H07
    0 references
    91G80
    0 references
    zbMATH DE Number
    5714650
    0 references
    OpenAlex ID
    W3124191912
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q3563695&oldid=32978562"
    Powered by MediaWiki