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Quantitative Finance

Volumn 8, Issue 6, 2008, Pages 591-604

A multifactor volatility Heston model

(3) Da Fonseca, José a,b Grasselli, Martino a,c Tebaldi, Claudio d

a PÔLE UNIVERSITAIRE LÉONARD DE VINCI (France)

b Zeliade Systems (France)

c UNIVERSITY OF PADOVA (Italy)

d BOCCONI UNIVERSITY (Italy)

Author keywords

Financial derivatives; Options pricing; Options volatility; Stochastic volatility; Volatility modelling

Indexed keywords

EID: 52149109890 PISSN: 14697688 EISSN: 14697696 Source Type: Journal
DOI: 10.1080/14697680701668418 Document Type: Article

Times cited : (126)

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* 이 정보는 Elsevier사의 SCOPUS DB에서 KISTI가 분석하여 추출한 것입니다.