Goodness-of-fit of the Heston model
| Year of publication: |
2003-08-01
|
|---|---|
| Authors: | Joseph, Nathan L. ; Daniel, Gilles ; Bree, David S. |
| Institutions: | Society for Computational Economics - SCE |
| Subject: | Stock markets | Stochastic volatility | Heston model |
| Extent: | application/pdf |
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| Series: | |
| Type of publication: | Book / Working Paper |
| Notes: | The text is part of a series Computing in Economics and Finance 2002 Number 281 |
| Classification: | C10 - Econometric and Statistical Methods: General. General ; C40 - Econometric and Statistical Methods: Special Topics. General |
| Source: |
Persistent link: https://www.econbiz.de/10005132918