A Financially Motivated Extension of the Heston Model for a...

The Journal of Derivatives 2018 / 02 Vol. 25; Iss. 3

A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of Variance

Rebonato, Riccardo, Ng, Chu Ming
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Volume:
25
Language:
english
Journal:
The Journal of Derivatives
DOI:
10.3905/jod.2018.1.063
Date:
February, 2018
File:
PDF, 4.65 MB
english, 2018
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