Calibration risk: Illustrating the impact of calibration risk under the Heston model
| Year of publication: |
2012
|
|---|---|
| Authors: | Guillaume, Florence ; Schoutens, Wim |
| Published in: |
Review of Derivatives Research. - Springer. - Vol. 15.2012, 1, p. 57-79
|
| Publisher: |
Springer |
| Subject: | Heston model | Calibration | Model risk | Calibration risk | Exotic options |
| Extent: | text/html |
|---|---|
| Type of publication: | Article |
| Source: |
Persistent link: https://www.econbiz.de/10010867549