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The Heston Model and Its Extensions in Matlab and C# 书本的代码
0 个回复 - 1931 次查看 MATLAB代码2022-4-21 09:57 - jakechan - 经管代码库

【经典教材系列】The Heston Model and Its Extensions in VBA
50 个回复 - 12130 次查看 2015年最新教材，著名的随机波动率模型Heston Model，降价出售3天，想要随时跟踪最新好书，请点击头像下方“加关注”。关注成功后，查看这里即可：三步走把千本好书“一网打尽”！。 [相关阅读] 【经典教材系列 ...2016-1-25 08:46 - wwqqer - 金融学（理论版）

The Heston Model and its Extensions in Matlab and C#
20 个回复 - 9013 次查看【作者(必填)】Fabrice D. Rouah 【文题(必填)】The Heston Model and its Extensions in Matlab and C# 【年份(必填)】2013 【全文链接或数据库名称(选填)】http://www.amazon.com/dp/1118548256 Looki ...2013-7-21 09:25 - johnzi0128 - 求助成功区

A closed-form pricing formula for European options under the Heston model
1 个回复 - 783 次查看【作者(必填)】Xin-JiangHe Song-PingZhu 【文题(必填)】A closed-form pricing formula for European options under the Heston model with stochastic interest rate[/backcolor] 【年份(必填)】2018 【全文 ...2018-3-27 11:26 - exuan1991 - 求助成功区

The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation
1 个回复 - 1319 次查看【作者(必填)】Anthonie van der Stoep[/backcolor]Lech A. Grzelak[/backcolor]Cornelis W. Oosterlee[/backcolor] 【文题(必填)】 The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simula ...2018-1-28 20:12 - Bumboo - 求助成功区

Pricing of foreign exchange options under the Heston stochastic volatility model
2 个回复 - 1093 次查看【作者(必填)】 REHEZ AHLIPa & MAREK RUTKOWSKIb* 【文题(必填)】 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates 【年份(必填)】 Volume 13, Is ...2014-5-9 08:10 - sqq19860225 - 求助成功区

Simple and efficient simulation of the Heston stochastic volatility model
2 个回复 - 1040 次查看【作者(必填)】 Andersen, Leif 【文题(必填)】 Simple and efficient simulation of the Heston stochastic volatility model 【年份(必填)】 2008 【全文链接或数据库名称(选填)】 Journal of Computation ...2016-11-28 19:39 - Bumboo - 求助成功区

求Maximum likelihood estimation of the Heston stochastic volatility model using
8 个回复 - 1175 次查看【作者(必填)】Francesca MarianiGraziella PacelliFrancesco Zirilli 【文题(必填)】Maximum likelihood estimation of the Heston stochastic volatility model using asset and option prices: an application ...2016-10-17 19:53 - weilinhy - 求助成功区

求Maximum likelihood estimation of the Heston stochastic volatility model using
2 个回复 - 829 次查看【作者(必填)】Francesca Mariani[/backcolor], Graziella Pacelli[/backcolor], Francesco Zirilli[/backcolor] 【文题(必填)】Maximum likelihood estimation of the Heston stochastic volatility model using ...2016-9-4 11:55 - weilinhy - 求助成功区

求ON THE HESTON MODEL WITH STOCHASTIC CORRELATION
3 个回复 - 1008 次查看【作者(必填)】LONG TENG1, *MATTHIAS EHRHARDT1 MICHAEL GüNTHER1 【文题(必填)】ON THE HESTON MODEL WITH STOCHASTIC CORRELATION 【年份(必填)】2016 【全文链接或数据库名称(选填)】Int. J. Theor. ...2016-8-24 13:29 - weilinhy - 求助成功区

Pricing volatility swaps in the Heston’s stochastic volatility model with regim
1 个回复 - 412 次查看【作者(必填)】Mengzhe Zhang[/backcolor] and Leunglung Chan[/backcolor] 【文题(必填)】Pricing volatility swaps in the Heston’s stochastic volatility model with regime switching: A saddlepoint a ...2019-11-10 20:49 - Alicefree - 求助成功区

【学习笔记】请问谁有这本书的 ...
1 个回复 - 486 次查看请问谁有这本书的电子版，谢谢2019-8-21 09:59 - 8610_1566292249 - Forum

The Heston Model and its Extensions in Matlab and C#
3 个回复 - 1910 次查看 http://www.wiley.com/WileyCDA/WileyTitle/productCd-1118548256.html2016-10-30 11:33 - Nicolle - winbugs及其他软件专版

ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL
3 个回复 - 788 次查看【作者(必填)】M. COSTABILE 【文题(必填)】ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL 【年份(必填)】2012 【全文链接或数据库名称(选填)】http://www.worldscientific.com/doi/abs/10 ...2015-10-12 22:08 - hnu123 - 求助成功区

Pricing of foreign exchange options under the Heston stochastic volatility model
0 个回复 - 1748 次查看 Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates REHEZ AHLIPa & MAREK RUTKOWSKIb* Accepted: 10 Jan 2013Published online: 16 May 2013Quantitati ...2014-5-8 19:25 - sqq19860225 - 论文版

A Simple and Accurate Simulation Approach to the Heston Model
4 个回复 - 1035 次查看【作者(必填)】 Jianwei Zhu 【文题(必填)】 A Simple and Accurate Simulation Approach to the Heston Model 【年份(必填)】2011 【全文链接或数据库名称(选填)】 http://www.iijournals.com/doi/abs/10 ...2013-7-5 07:36 - johnzi0128 - 求助成功区

Efficient, Almost Exact Simulation of the Heston Stochastic Volatility Model
2 个回复 - 1278 次查看【作者(必填)】ALEXANDER VAN HAASTRECHT and ANTOON PELSSER 【文题(必填)】 fficient, Almost Exact Simulation of the Heston Stochastic Volatility Model 【年份(必填)】2010 International Journal of ...2013-7-5 07:34 - johnzi0128 - 求助成功区

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