Open AccessNumerical computing for the moments of the Heston model
Publication year - 2018
Publication title -
tamap journal of mathematics and statistics
Language(s) - English
Resource type - Journals
ISSN - 2602-2311
DOI - 10.29371/2018.16.45
Subject(s) - heston model , moment (physics) , mathematics , stochastic volatility , computer science , econometrics , sabr volatility model , physics , volatility (finance) , classical mechanics
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