Series Expansions and Direct Inversion for the Heston Model (Q4988549)
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scientific article; zbMATH DE number 7348560
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Series Expansions and Direct Inversion for the Heston Model |
scientific article; zbMATH DE number 7348560 |
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Series Expansions and Direct Inversion for the Heston Model (English)
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17 May 2021
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series expansion
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direct inversion
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Chebyshev approximation
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stochastic volatility
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