Work

Not-so-complex logarithms in the Heston model

Year: 2006

Type: article

Authors: Christian Kahl, Jan-Thorsten Peter

Language: English

Topic: Stochastic processes and financial applications

Subfield: Finance

Field: Economics, Econometrics and Finance

Domain: Social Sciences

Open Access status: closed

OpenAlex ID: W99655254

FWCI: 15.88

Cites: 6

Cited by: 109

Related to: 10