Calibration of the Heston Stochastic Local Volatility Model: A Finite Volume Scheme
Engelmann, Bernd, Koster, Frank, Oeltz, DanielYear:
2011
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.1823769
File:
PDF, 369 KB
english, 2011