A parsimonious multi-asset Heston model : calibration and derivative pricing

A. Szimayer; G. Dimitroff; S. Lorenz

Year of publication:	2009
Authors:	Szimayer, Alexander ; Dimitroff, Geogri ; Lorenz, Stefan
Publisher:	Kaiserslautern : Fraunhofer ITWM
Subject:	Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Theorie \| Theory
Description of contents:	Table of Contents [gbv.de]

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