The EWMA Heston Model (Presentation Slides)
| Year of publication: |
[2022]
|
|---|---|
| Authors: | Parent, Léo |
| Publisher: |
[S.l.] : SSRN |
| Subject: | Theorie | Theory | Stochastischer Prozess | Stochastic process |
| Description of contents: |
This presentation introduces the “EWMA Heston model” (Parent, 2021)
|
| Extent: | 1 Online-Ressource (38 p) |
|---|---|
| Type of publication: | Book / Working Paper |
| Language: | English |
| Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments December 13, 2021 erstellt |
| Other identifiers: | 10.2139/ssrn.3989735 [DOI] |
| Classification: | C15 - Statistical Simulation Methods; Monte Carlo Methods ; C32 - Time-Series Models ; G10 - General Financial Markets. General ; G14 - Information and Market Efficiency; Event Studies ; G17 - Financial Forecasting |
| Source: | ECONIS - Online Catalogue of the ZBW |
Persistent link: https://www.econbiz.de/10013296960