The Heston stochastic volatility model in Hilbert space (Q4685702)
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scientific article; zbMATH DE number 6949208
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The Heston stochastic volatility model in Hilbert space |
scientific article; zbMATH DE number 6949208 |
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The Heston stochastic volatility model in Hilbert space (English)
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9 October 2018
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Heston stochastic volatility
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infinite-dimensional Ornstein-Uhlenbeck processes
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forward prices
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commodity markets
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