"Closed-Form Formula for the Conditional Moments of Log Prices under the ..."

Kittisak Chumpong, Patcharee Sumritnorrapong (2022)

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DOI: 10.3390/COMPUTATION10040046

access: open

type: Journal Article

metadata version: 2023-08-28

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Kittisak Chumpong, Patcharee Sumritnorrapong:
Closed-Form Formula for the Conditional Moments of Log Prices under the Inhomogeneous Heston Model. Comput. 10(4): 46 (2022)

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