Uncertainty Quantification and Heston Model

  1. María Suárez Taboada
  2. Jeroen A. S. Witteveen
  3. Lech A. Grzelak
  4. Cornelis W. Oosterlee
Book:
Progress in industrial mathematics at ECMI 2016
  1. Peregrina Quintela Estevez (ed. lit.)
  2. Patricia Barral (ed. lit.)
  3. Mª Dolores Gómez Pedreira (ed. lit.)
  4. Francisco J. Pena (ed. lit.)
  5. Jerónimo Rodríguez García (ed. lit.)
  6. Pilar Salgado Rodríguez (ed. lit.)
  7. Miguel Ernesto Vázquez Méndez (ed. lit.)

Publisher: Springer Suiza

ISBN: 978-3-319-63081-6

Year of publication: 2017

Pages: 153-160

Type: Book chapter

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