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- Title:
Parameters Recovery via Calibration in the Heston Model: A Comprehensive Review
- Document type:
- Zeitschriftenaufsatz
- Author(s):
- Escobar, Marcos; Gschnaidtner, Christoph
- Non-TUM Co-author(s):
- ja
- Cooperation:
- international
- Intellectual Contribution:
- Discipline-based Research
- Journal title:
- Wilmott
- Journal listet in FT50 ranking:
- nein
- Year:
- 2016
- Journal volume:
- 2016
- Journal issue:
- 86
- Pages contribution:
- 60-81
- Fulltext / DOI:
- doi:10.1002/wilm.10551
- Publisher:
- Wiley-Blackwell
- E-ISSN:
- 1540-6962
- Judgement review:
- 0
- Key publication:
- Nein
- Peer reviewed:
- Ja
- International:
- Nein
- Book review:
- Nein
- Commissioned:
- not commissioned
- Professional Journal:
- Ja
- Interdisciplinarity:
- Nein
- Mission statement:
- ;
- Ethics and Sustainability:
- Nein
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