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)
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Persistent link: http://EconPapers.repec.org/RePEc:sce:scecf3:281
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