Stationary Heston model: calibration and pricing of exotics using product recursive quantization (Q5079352)
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scientific article; zbMATH DE number 7532600
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Stationary Heston model: calibration and pricing of exotics using product recursive quantization |
scientific article; zbMATH DE number 7532600 |
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Stationary Heston model: calibration and pricing of exotics using product recursive quantization (English)
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27 May 2022
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stochastic volatility
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Heston model
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Gamma distribution
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exotic derivatives
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