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Kin Keung Lai, Shifei Zhou, Hao Wang, Jerome Yen
104 pages • first pub 2013 (editions)
ISBN/UID: 9780415826204
Format: Hardcover
Language: English
Publisher: Not specified
Publication date: Not specified
Description
This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatility term structure. The correlation of Heston model is considered to be variable. For t...
Community Reviews
Content Warnings
—
Kin Keung Lai, Shifei Zhou, Hao Wang, Jerome Yen
104 pages • first pub 2013 (editions)
ISBN/UID: 9780415826204
Format: Hardcover
Language: English
Publisher: Not specified
Publication date: Not specified
Description
This book studies the classical stochastic volatility and deterministic volatility models. For the former, the classical Heston model is integrated with volatility term structure. The correlation of Heston model is considered to be variable. For t...
Community Reviews
Content Warnings