Stationary Heston model : calibration and pricing of exotics using product recursive quantization
Vincent Lemaire, Thibaut Montes and Gilles Pagès
| Year of publication: |
2022
|
|---|---|
| Authors: | Lemaire, Vincent ; Montes, Thibaut ; Pagès, Gilles |
| Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory |
Online Resource
| Type of publication: | Article |
|---|---|
| Type of publication (narrower categories): | Aufsatz in Zeitschrift ; Article in journal |
| Language: | English |
| Other identifiers: | 10.1080/14697688.2021.2023205 [DOI] |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013367839