A multifactor volatility Heston model
Year of publication: |
2008
|
---|---|
Authors: | Fonseca, JosE Da ; Grasselli, Martino ; Tebaldi, Claudio |
Published in: |
Quantitative Finance. - Taylor & Francis Journals, ISSN 1469-7688. - Vol. 8.2008, 6, p. 591-604
|
Publisher: |
Taylor & Francis Journals |
Subject: | Stochastic volatility | Financial derivatives | Volatility modelling | Options pricing | Options volatility |
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