The Heston stochastic volatility model has a boundary trace at zero volatility

Location
Deutsche Nationalbibliothek Frankfurt am Main
ISSN
1579-1505
Extent
Online-Ressource
Language
Englisch
Notes
online resource.

Bibliographic citation
The Heston stochastic volatility model has a boundary trace at zero volatility ; volume:117 ; number:2 ; day:6 ; month:1 ; year:2023 ; pages:1-43 ; date:4.2023
Revista de la Real Academia de Ciencias Exactas, Físicas y Naturales / A. Serie A, Matemáticas / RACSAM / Real Academia de Ciencias Exactas, Físicas y Naturales ; 117, Heft 2 (6.1.2023), 1-43, 4.2023

Creator
Alziary, Bénédicte
Takáč, Peter
Contributor
SpringerLink (Online service)

DOI
10.1007/s13398-022-01374-7
URN
urn:nbn:de:101:1-2023031522543336825082
Rights
Open Access; Der Zugriff auf das Objekt ist unbeschränkt möglich.
Last update
14.08.2025, 10:45 AM CEST

Data provider

This object is provided by:
Deutsche Nationalbibliothek. If you have any questions about the object, please contact the data provider.

Associated

  • Alziary, Bénédicte
  • Takáč, Peter
  • SpringerLink (Online service)

Other Objects (12)