Please use this identifier to cite or link to this item:
https://doi.org/10.21256/zhaw-20149Full metadata record
| DC Field | Value | Language |
|---|---|---|
| dc.contributor.author | Hilber, Norbert | - |
| dc.date.accessioned | 2020-06-11T14:09:35Z | - |
| dc.date.available | 2020-06-11T14:09:35Z | - |
| dc.date.issued | 2019-07 | - |
| dc.identifier.uri | https://digitalcollection.zhaw.ch/handle/11475/20149 | - |
| dc.format.extent | 16 | de_CH |
| dc.language.iso | en | de_CH |
| dc.publisher | ZHAW Zürcher Hochschule für Angewandte Wissenschaften | de_CH |
| dc.rights | Licence according to publishing contract | de_CH |
| dc.subject | Heston Model | de_CH |
| dc.subject | Stochastic correlation | de_CH |
| dc.subject.ddc | 332: Finanzwirtschaft | de_CH |
| dc.subject.ddc | 500: Naturwissenschaften | de_CH |
| dc.title | PDE solvers for the Heston Model with stochastic correlation | de_CH |
| dc.type | Working Paper – Gutachten – Studie | de_CH |
| dcterms.type | Text | de_CH |
| zhaw.departement | School of Management and Law | de_CH |
| zhaw.organisationalunit | Institut für Wealth & Asset Management (IWA) | de_CH |
| zhaw.publisher.place | Winterthur | de_CH |
| dc.identifier.doi | 10.21256/zhaw-20149 | - |
| zhaw.funding.eu | No | de_CH |
| zhaw.originated.zhaw | Yes | de_CH |
| zhaw.author.additional | No | de_CH |
| zhaw.display.portrait | Yes | de_CH |
| Appears in collections: | Banking, Finance, Insurance | |
Files in This Item:
| File | Description | Size | Format | |
|---|---|---|---|---|
| 2019_Hilber_Heston Model.pdf | 383.84 kB | Adobe PDF |  View/Open |
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Hilber, N. (2019). PDE solvers for the Heston Model with stochastic correlation. ZHAW Zürcher Hochschule für Angewandte Wissenschaften. https://doi.org/10.21256/zhaw-20149
Hilber, N. (2019) PDE solvers for the Heston Model with stochastic correlation. Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften. Available at: https://doi.org/10.21256/zhaw-20149.
N. Hilber, “PDE solvers for the Heston Model with stochastic correlation,” ZHAW Zürcher Hochschule für Angewandte Wissenschaften, Winterthur, Jul. 2019. doi: 10.21256/zhaw-20149.
HILBER, Norbert, 2019. PDE solvers for the Heston Model with stochastic correlation. Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften
Hilber, Norbert. 2019. “PDE Solvers for the Heston Model with Stochastic Correlation.” Winterthur: ZHAW Zürcher Hochschule für Angewandte Wissenschaften. https://doi.org/10.21256/zhaw-20149.
Hilber, Norbert. PDE Solvers for the Heston Model with Stochastic Correlation. ZHAW Zürcher Hochschule für Angewandte Wissenschaften, July 2019, https://doi.org/10.21256/zhaw-20149.
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