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The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation
1 个回复 - 1337 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 - 1098 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 - 1048 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 - 1194 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 - 833 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

Pricing of geometric Asian options under Heston's stochastic volatility model
1 个回复 - 1049 次查看【作者(必填)】【文题(必填)】Pricing of geometric Asian options under Heston's stochastic volatility model 【年份(必填)】【全文链接或数据库名称(选填)】http://www.tandfonline.com/doi/abs/10.1080/ ...2015-6-10 04:29 - ssylzz - 求助成功区

Efficient, Almost Exact Simulation of the Heston Stochastic Volatility Model
2 个回复 - 1288 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

Optimal portfolios and Heston's stochastic volatility model
0 个回复 - 1982 次查看 Optimal portfolios and Heston's stochastic volatility model an explicit solution for power utility2010-1-7 23:48 - zengyan1984 - 论文版

Pricing volatility swaps in the Heston’s stochastic volatility model with regim
1 个回复 - 417 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

Pricing of foreign exchange options under the Heston stochastic volatility model
0 个回复 - 1777 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

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