A Financially Motivated Extension of the Heston Model for a Joint ℙ- and ℚ-Dynamics Analysis of Variance

Journal of Derivatives, Vol. 25, Issue 3, Spring 2018


Riccardo Rebonato

Professor of Finance, EDHEC Business School

Chu Ming Ng

MSc degree in mathematical finance at Oxford University in Oxford

Journal of Derivatives, Vol. 25, Issue 3, Spring 2018

Type: Academic publication
Date: le 04/04/2018
Source : Journal of Derivatives

See Also

Financial Times ranks EDHEC Executive Education among the Top 10 worldwide
- 23-05-2022
EDHEC Business School’s executive education offers rank among the Top 10 globally...
EDHEC partners with VIVATECH 2022 and offers 400 tickets to EDHEC students
- 20-05-2022
EDHEC is once again a partner of the unmissable tech event of the year, Viva Technology...
(Invitation) Inauguration of the Management in Innovative Health Chair - May 30, 2022 in Paris
- 17-05-2022
Emmanuel Métais, Dean of EDHEC Business School and Christophe Durand, General Manager...
- 10-05-2022
Live on YouTube !