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 500: Natural sciences |
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 |
Files in This Item:
File | Description | Size | Format | |
---|---|---|---|---|
2019_Hilber_Heston Model.pdf | 383.84 kB | Adobe PDF | View/Open |
Show full item record
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.
Items in DSpace are protected by copyright, with all rights reserved, unless otherwise indicated.