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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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