THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL

Published 2016 View Full Article

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Title
THE 4/2 STOCHASTIC VOLATILITY MODEL: A UNIFIED APPROACH FOR THE HESTON AND THE 3/2 MODEL
Authors
Keywords
-
Journal
MATHEMATICAL FINANCE
Volume 27, Issue 4, Pages 1013-1034
Publisher
Wiley
Online
2016-05-20
DOI
10.1111/mafi.12124
References
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