PDE solvers for the Heston Model with stochastic correlation

Hilber, Norbert

doi:10.21256/zhaw-20149

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

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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.