Rough-Heston Local-Volatility Model
Year of publication: |
[2022]
|
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Authors: | Dall'Acqua, Enrico ; Longoni, Riccardo ; Pallavicini, Andrea |
Publisher: |
[S.l.] : SSRN |
Subject: | Modellierung | Scientific modelling | Makroökonometrie | Macroeconometrics | Wirtschaftsmodell | Economic model | Schätztheorie | Estimation theory |
Extent: | 1 Online-Ressource (14 p) |
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Type of publication: | Book / Working Paper |
Language: | English |
Notes: | Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments June 18, 2022 erstellt |
Other identifiers: | 10.2139/ssrn.4140372 [DOI] |
Classification: | C63 - Computational Techniques ; G13 - Contingent Pricing; Futures Pricing |
Source: | ECONIS - Online Catalogue of the ZBW |
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