Multifactor Heston's stochastic volatility model for European option pricing
type: Item
instance of: scholarly article
title: Multifactor Heston's stochastic volatility model for European option pricing
author: Sotheara Veng
author: Ji-Hun Yoon
author: Sun-Yong Choi
published in: Applied Stochastic Models in Business and Industry
publication date: 2024-07-18T00:00:00Z
Mathematics Subject Classification ID: 62-XX
zbMATH DE Number: 7883152
zbMATH Keywords: asymptotic analysis
zbMATH Keywords: European options
zbMATH Keywords: Heston's model
zbMATH Keywords: stochastic volatility
MaRDI profile type: Publication
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DOI: 10.1002/ASMB.2462
description: scientific article; zbMATH DE number 7883152