Publication
Title
Calibration risk : illustrating the impact of calibration risk under the Heston model
Author
Abstract
Language
English
Source (journal)
Review of derivatives research. - Boston, Mass.
Publication
Boston, Mass. : 2012
ISSN
1380-6645
Volume/pages
15:1(2012), p. 57-79
ISI
000301846200003
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Project info
Publication type
Subject
External links
Web of Science
Record
Identification
Creation 11.03.2014
Last edited 05.10.2018