Local Volatility in the Heston Model: A Malliavin Calculus Approach

Christian Oliver Ewald

    Research output: Contribution to journalArticlepeer-review

    6 Citations (Scopus)
    Original languageEnglish
    Pages (from-to)307-322
    JournalJournal of Applied Mathematics and Stochastic Analysis
    Volume2005
    Issue number3
    DOIs
    Publication statusPublished - Jan 2005

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