The little Heston trap

Hansjörg Albrecher, Philipp Arnold Mayer, Wim Schoutens, Jurgen Tistaert

Research output: Contribution to journalArticle

Original languageEnglish
Pages (from-to)83-92
JournalWilmott
Issue number1
Publication statusPublished - 2007

Projects

FWF - Modelle für Versicherung - Mathematical Models for Insurance Risk

Mayer, P., Thonhauser, S. M., Kortschak, D. & Albrecher, H.

1/01/0630/09/09

Project: Research project

Cite this

Albrecher, H., Mayer, P. A., Schoutens, W., & Tistaert, J. (2007). The little Heston trap. Wilmott, (1), 83-92.