Asymptotic Arbitrage in the Heston Model

International Journal of Theoretical and Applied Finance - Singapore
doi 10.1142/s0219024915500557
Full Text
Abstract

Available in full text

Date
Authors
Publisher

World Scientific Pub Co Pte Lt

Related search

The Randomized Heston Model

SIAM Journal on Financial Mathematics
Applied MathematicsNumerical AnalysisFinance
2019English

Optimal Discrete Hedging in the Heston Stochastic Volatility Model

SSRN Electronic Journal
2007English

Gamma Expansion of the Heston Stochastic Volatility Model

SSRN Electronic Journal
2008English

The Heston Stochastic-Local Volatility Model: Efficient Monte Carlo Simulation

International Journal of Theoretical and Applied Finance
EconomicsEconometricsFinance
2014English

Use a Reduced Heston or Reduce the Use of Heston?

Wilmott Journal
2010English

Optimal Dynamic Mean-Variance Asset-Liability Management Under the Heston Model

Advances in Difference Equations
Applied MathematicsNumber TheoryAnalysisAlgebra
2018English

The Affine Heston Model With Correlated Gaussian Interest Rates for Pricing Hybrid Derivatives

Quantitative Finance
EconomicsEconometricsFinance
2011English

A Lie Algebraic and Numerical Investigation of the Black-Scholes Equation With Heston Volatility Model

Journal of Generalized Lie Theory and Applications
2016English

Charlton Heston Is God

The Iowa Review
2010English

Amanote Research

Note-taking for researchers

Follow Amanote

© 2025 Amaplex Software S.P.R.L. All rights reserved.

Privacy PolicyRefund Policy