Baños, David; Lagunas-Merino, Marc; Ortiz-Latorre, Salvador - In: Risks : open access journal 8 (2020) 3/84, pp. 1-23
this paper, we consider a general class of stochastic volatility models written in forward variance form. We also deal with … Norwegian mortality rates. In addition, we compare prices for the classical Black-Scholes model against the Heston stochastic … volatility model with a Vasicek interest rate model. …