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
The Heston stochastic volatility model in Hilbert space - MaRDI portal

The Heston stochastic volatility model in Hilbert space (Q4685702)

From MaRDI portal
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

    Statements

    title
    The Heston stochastic volatility model in Hilbert space (English)
    0 references
    author
    Fred Espen Benth
    0 references
    Iben Cathrine Simonsen
    0 references
    publication date
    9 October 2018
    0 references
    zbMATH Keywords
    Heston stochastic volatility
    0 references
    infinite-dimensional Ornstein-Uhlenbeck processes
    0 references
    forward prices
    0 references
    commodity markets
    0 references

    Identifiers

    Mathematics Subject Classification ID
    60G60
    0 references
    60H15
    0 references
    91G20
    0 references
    46N30
    0 references
    zbMATH DE Number
    6949208
    0 references
    OpenAlex ID
    W2964284080
    0 references
    arXiv ID
    1706.03500
    0 references
     
    Retrieved from "https://portal.mardi4nfdi.de/w/index.php?title=Item:Q4685702&oldid=36432626"
    Powered by MediaWiki