Probability distribution of returns in the Heston model with stochastic volatility

A. Dragulescu and Victor Yakovenko

No 127, Computing in Economics and Finance 2002 from Society for Computational Economics

Keywords: stock market; stochastic variables; differential equations (search for similar items in EconPapers)
JEL-codes: C32 G10 (search for similar items in EconPapers)
Date: 2002-07-01
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Working Paper: Probability distribution of returns in the Heston model with stochastic volatility (2002)
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