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Q5219143 - MaRDI portal

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scientific article; zbMATH DE number 7178033
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scientific article; zbMATH DE number 7178033

    Statements

    author
    Yun Huang
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    Ming-hui Wang
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    publication date
    6 March 2020
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    zbMATH Keywords
    regime-switching
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    Esscher transform
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    Heston model
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    characteristic function
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    stochastic volatility
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    Identifiers

    Mathematics Subject Classification ID
    91G20
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    91B70
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    35Q91
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    zbMATH DE Number
    7178033
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