Full and fast calibration of the Heston stochastic volatility model (2015)
Attributed to:
Systemic Risk Centre
funded by
ESRC
Abstract
No abstract provided
Bibliographic Information
Digital Object Identifier: http://dx.doi.org/10.48550/arxiv.1511.08718
Publication URI: http://arxiv.org/abs/1511.08718
Type: Journal Article/Review
Parent Publication: arXiv e-prints