Probability distribution of returns in the Heston model with stochastic volatility* (Q4647229)
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scientific article; zbMATH DE number 7001554
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Probability distribution of returns in the Heston model with stochastic volatility* |
scientific article; zbMATH DE number 7001554 |
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Probability distribution of returns in the Heston model with stochastic volatility* (English)
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14 January 2019
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Heston model
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stochastic volatility
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probability distribution of returns
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