SMALL-TIME SMILE FOR THE MULTIFACTOR VOLATILITY HESTON MODEL
Autor: | AHN, DOHYUN, KIM, KYOUNG-KUK, KIM, YOUNGHOON |
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Zdroj: | Journal of Applied Probability, 2020 Dec 01. 57(4), 1070-1087. |
Databáze: | JSTOR Journals |
Externí odkaz: |
Autor: | AHN, DOHYUN, KIM, KYOUNG-KUK, KIM, YOUNGHOON |
---|---|
Zdroj: | Journal of Applied Probability, 2020 Dec 01. 57(4), 1070-1087. |
Databáze: | JSTOR Journals |
Externí odkaz: |