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"The heat modulated infinite dimensional Heston model and its numerical ..."

Fred Espen Benth et al. (2022)

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DOI: 10.48550/ARXIV.2206.10166

access: open

type: Informal or Other Publication

metadata version: 2022-06-28

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  dblp key:
  - journals/corr/abs-2206-10166
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  - https://dblp.org/rec/journals/corr/abs-2206-10166
Fred Espen Benth, Gabriel Lord, Giulia Di Nunno, Andreas Petersson:
The heat modulated infinite dimensional Heston model and its numerical approximation. CoRR abs/2206.10166 (2022)

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