A fractional Heston model with
Work
Year: 2016
Type: article
Source: Stochastics
Authors Elisa Alòs, Yan Yang
Institutions Barcelona School of Economics, Pompeu Fabra University, Munich University of Applied Sciences
Cites: 23
Cited by: 9
Related to: 10
FWCI: 1.096
Citation percentile (by year/subfield): 85.74
Subfield: Finance
Domain: Social Sciences
Sustainable Development Goal Decent work and economic growth
Open Access status: closed
Grant IDS ECO2014-59885-P, MTM2013-40782-P