vix.ing · top · new · best · stats · spec

Simonsen, Iben Cathrine

  1. The Heston stochastic volatility model in Hilbert space
    2017/06/12 by Benth, Fred Espen, Simonsen, Iben Cathrine · 1 citation
    #FOS: Mathematics #Probability (math.PR)
  2. Sensitivity analysis in the infinite dimensional Heston model
    2020/12/22 by Benth, Fred Espen, Di Nunno, Giulia, Simonsen, Iben Cathrine · 1 citation
    #46N30 #60H07 #60H15 #91G20 #FOS: Mathematics #Probability (math.PR)