A novel term-structure-based Heston model for implied volatility surface (Q6590577)
From MaRDI portal
| This is the item page for this Wikibase entity, intended for internal use and editing purposes. Please use this page instead for the normal view: A novel term-structure-based Heston model for implied volatility surface |
scientific article; zbMATH DE number 7899552
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A novel term-structure-based Heston model for implied volatility surface |
scientific article; zbMATH DE number 7899552 |
Statements
A novel term-structure-based Heston model for implied volatility surface (English)
0 references
21 August 2024
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references