Goodness-of-fit of the Heston model

Nathan L. Joseph, Gilles Daniel and David S. Bree

No 281, Computing in Economics and Finance 2003 from Society for Computational Economics

Keywords: Stock markets; Stochastic volatility; Heston model (search for similar items in EconPapers)
JEL-codes: C10 C40 (search for similar items in EconPapers)
New Economics Papers: this item is included in nep-fmk
Date: 2003-08-01
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