The Heston model and its extensions in Matlab and C♯ /
Tap into the power of the most popular stochastic volatility model for pricing equity derivatives Since its introduction in 1993, the Heston model has become a popular model for pricing equity derivatives, and the most popular stochastic volatility model in financial engineering. This vital resource...
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| Format: | eBook |
| Language: | English |
| Published: |
Hoboken, New Jersey :
John Wiley & Sons, Inc.,
[2013]
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| Series: | Wiley finance series.
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| Subjects: | |
| Online Access: | Full Text via HEAL-Link |
