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Stochastic volatility / Geometric Brownian motion / Volatility / Heston model / Stochastic calculus / Wiener process / Brownian motion / Fokker–Planck equation / Heston / Statistics / Stochastic processes / Mathematical finance


Stochastic Calculus of Heston’s Stochastic–Volatility Model Floyd B. Hansona Department of Mathematics, Statistics, and Computer Science University of Illinois at Chicago
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Document Date: 2010-06-09 08:37:44


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File Size: 3,31 MB

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Stochastic Calculus Transformation Techniques / Cox / /

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M&A / /

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Square Solution / The University of Chicago / square Form / Computer Science University of Illinois at Chicago Bachelier Finance Society / /

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nonnegative solution / /

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Department of Mathematics / University of Illinois at Chicago / The University of Chicago / World Congress / Volatility Model Floyd B. Hansona Department of Mathematics / /

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Floyd B. Hansona / Floyd Hanson / Heston Model Stochastic / Heston Model Stochastic Calculus / Heston Model / Consistency / /

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model of Heston / straight-forward / Model / model for the stochastic–variance / /

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Illinois / /

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