Analytic solutions and complete markets for the Heston model with stochastic volatility

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

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Official URL: http://tse-fr.eu/pub/33240
Item Type: Article
Language: English
Date: 2018
Refereed: Yes
Subjects: B- ECONOMIE ET FINANCE
Divisions: TSE-R (Toulouse)
Site: UT1
Date Deposited: 21 Jan 2019 13:36
Last Modified: 21 Jan 2019 13:36
OAI ID: oai:tse-fr.eu:33240
URI: http://publications.ut-capitole.fr/id/eprint/30819

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