Probability distribution of returns in the Heston model with stochastic volatility*

Author: Dragulescu A.A.   Yakovenko V.M.  

Publisher: Routledge Ltd

ISSN: 1469-7688

Source: Quantitative Finance, Vol.2, Iss.6, 2002-06, pp. : 443-453

Disclaimer: Any content in publications that violate the sovereignty, the constitution or regulations of the PRC is not accepted or approved by CNPIEC.

Previous Menu Next

Abstract