Alberto Elices
- Models with time-dependent parameters using transform methods: application to Heston's model
2007/08/15 by Alberto Elices, Elices, A. · 2 citations
Economics, Econometrics and Finance · #60G51 (Primary) #Capital Investment and Risk Analysis #FOS: Computer and information sciences #FOS: Economics and business #FOS: Mathematics #Financial Risk and Volatility Modeling #Methodology (stat.ME) #Pricing of Securities (q-fin.PR) #Probability (math.PR) #Stochastic processes and financial applications