Multifactor Heston's stochastic volatility model for European option pricing

DOI10.1002/asmb.2462MaRDI QIDQ6574625

Ji-Hun Yoon, Sotheara Veng, Sun-Yong Choi

Publication date: 18 July 2024

Published in: Applied Stochastic Models in Business and Industry (Search for Journal in Brave)

zbMATH Keywords

stochastic volatilityasymptotic analysisEuropean optionsHeston's model

Mathematics Subject Classification ID

Statistics (62-XX)

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