Please use this identifier to cite or link to this item:
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
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

Files in This Item:
File Description SizeFormat 
2019_Hilber_Heston Model.pdf383.84 kBAdobe PDFThumbnail

Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.