Alziary, Bénédicte and Takáč, Peter (2018) Analytic solutions and complete markets for the Heston model with stochastic volatility. Electronic Journal of Differential Equations, vol. 168. pp. 1-54.

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Item Type: Article
Language: English
Date: 2018
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: Institut de mathématiques de Toulouse
Site: UT1
Date Deposited: 21 Jan 2019 13:36
Last Modified: 11 Sep 2023 12:11
OAI Identifier: oai:tse-fr.eu:33240
URI: https://publications.ut-capitole.fr/id/eprint/30819
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