Roughening Heston
Year of publication: |
2019
|
---|---|
Authors: | El Euch, Omar |
Other Persons: | Gatheral, Jim (contributor) ; Rosenbaum, Mathieu (contributor) |
Publisher: |
[2019]: [S.l.] : SSRN |
Subject: | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory |
Extent: | 1 Online-Ressource (12 p) |
---|---|
Type of publication: | Book / Working Paper |
Language: | English |
Notes: | In: Risk, pp. 84-89, May 2019 Nach Informationen von SSRN wurde die ursprüngliche Fassung des Dokuments March 25, 2019 erstellt |
Other identifiers: | 10.2139/ssrn.3116887 [DOI] |
Source: | ECONIS - Online Catalogue of the ZBW |
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