Please use this identifier to cite or link to this item: https://doi.org/10.21256/zhaw-20149
Publication type: Working paper – expertise – study
Title: PDE solvers for the Heston Model with stochastic correlation
Authors: Hilber, Norbert
et. al: No
DOI: 10.21256/zhaw-20149
Extent: 16
Issue Date: Jul-2019
Publisher / Ed. Institution: ZHAW Zürcher Hochschule für Angewandte Wissenschaften
Publisher / Ed. Institution: Winterthur
Language: English
Subjects: Heston Model; Stochastic correlation
Subject (DDC): 332: Financial economics
URI: https://digitalcollection.zhaw.ch/handle/11475/20149
License (according to publishing contract): Licence according to publishing contract
Departement: School of Management and Law
Organisational Unit: Institute of Wealth & Asset Management (IWA)
Appears in collections:Banking, Finance, Insurance

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