Publication
Title
Heston model : the variance swap calibration
Author
Abstract
Language
English
Source (journal)
Journal of optimization theory and applications. - New York, N.Y.
Publication
New York, N.Y. : 2014
ISSN
0022-3239
Volume/pages
161:1(2014), p. 76-89
ISI
000334427600004
Full text (Publisher's DOI)
Full text (publisher's version - intranet only)
UAntwerpen
Faculty/Department
Research group
Publication type
Subject
External links
Web of Science
Record
Identification
Creation 14.04.2014
Last edited 09.10.2018