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 |
|---|---|
| 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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