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
 

Author(s):

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

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