FX smile in the Heston model

Publication

Title				FX smile in the Heston model

Author				Janek, Agnieszka Kluge, Tino Weron, Rafal Wystup, Uwe

Language				Dutch

Source (book)				Statistical Tools for Finance and Insurance / Cizek, Pavel. - Berlin, Heidelberg, 2011

Publication				Berlin : Springer , 2011

ISBN				978-3-642-18062-0

Volume/pages				p. 133-162

UAntwerpen

Faculty/Department				Faculty of Sciences. Mathematics and Computer Science

Publication type				H1 Book chapter

Subject				Economics Mathematics

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Creation

28.02.2015

Last edited

22.08.2023

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