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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Official URL : http://tse-fr.eu/pub/33240
Item Type: | Article |
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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 |