Comparison between the probability distribution of returns in the Heston model and empirical data for stock indexes
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Publication:1873980
DOI10.1016/S0378-4371(02)01903-9zbMath1072.91624arXivcond-mat/0211050MaRDI QIDQ1873980
A. Christian Silva, Victor M. Yakovenko
Publication date: 21 May 2003
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/cond-mat/0211050
Auctions, bargaining, bidding and selling, and other market models (91B26) Statistical methods; economic indices and measures (91B82)
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