Uncertainty quantification and Heston model

  1. Suárez-Taboada, M.
  2. Witteveen, J.A.S.
  3. Grzelak, L.A.
  4. Oosterlee, C.W.
Journal:
Journal of Mathematics in Industry

ISSN: 2190-5983

Year of publication: 2018

Volume: 8

Issue: 1

Type: Article

DOI: 10.1186/S13362-018-0047-2 GOOGLE SCHOLAR lock_openOpen access editor
Data source: Scopus