Full and fast calibration of the Heston stochastic volatility model (2015)

First Author: Cui Yiran

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