"A novel term-structure-based Heston model for implied volatility surface."

Youfa Sun et al. (2024)

> Home

Details and statistics

DOI: 10.1080/00207160.2024.2357321

access: closed

type: Journal Article

metadata version: 2025-05-01

- view
  - electronic edition via DOI
  - unpaywalled version
  authority control:
- export record
  dblp key:
  - journals/ijcm/SunGWL24
- ask others
- share record
  persistent URL:
  - https://dblp.org/rec/journals/ijcm/SunGWL24
Youfa Sun, Yishan Gong, Xinyuan Wang, Caiyan Liu:
A novel term-structure-based Heston model for implied volatility surface. Int. J. Comput. Math. 101(6): 577-600 (2024)

manage site settings

To protect your privacy, all features that rely on external API calls from your browser are turned off by default. You need to opt-in for them to become active. All settings here will be stored as cookies with your web browser. For more information see our F.A.Q.