Implementation problems and solutions in stochastic volatility models of the heston type

Journal

Handbook of Financial Econometrics and Statistics

Pages

2303-2315

Date Issued

2015

Author(s)

Guo, J.-H.

DOI

10.1007/978-1-4614-7750-1_84

URI

https://scholars.lib.ntu.edu.tw/handle/123456789/459365

URL

https://www.scopus.com/inward/record.uri?eid=2-s2.0-84945157278&doi=10.1007%2f978-1-4614-7750-1_84&partnerID=40&md5=014ef845844749e9e0d63cfdcd02eb6d

Type

book part