Efficient, Almost Exact Simulation of the Heston Stochastic Volatility Model
Year of publication: |
2010
|
---|---|
Authors: | van Haastrecht, Alexander |
Other Persons: | Pelsser, Antoon (contributor) |
Publisher: |
[2010]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Optionspreistheorie | Option pricing theory | Volatilität | Volatility |
Description of contents: | Abstract [papers.ssrn.com] |
Extent: | 1 Online-Ressource |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: International Journal of Theoretical and Applied Finance (IJTAF), 2010 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments February 1, 2010 erstellt Volltext nicht verfügbar |
Source: | ECONIS - Online Catalogue of the ZBW |
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