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"Uncertainty of Volatility Estimates from Heston Greeks."

Oliver Pfante, Nils Bertschinger (2017)

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DOI: 10.3389/FAMS.2017.00027

access: open

type: Journal Article

metadata version: 2021-12-08

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  - journals/fams/PfanteB17
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  - https://dblp.org/rec/journals/fams/PfanteB17
Oliver Pfante, Nils Bertschinger:
Uncertainty of Volatility Estimates from Heston Greeks. Frontiers Appl. Math. Stat. 3: 27 (2017)

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