Citations (0)
Keep up to date with the latest research on this topic with citation updates for this article.
Research Article
A gradient-based calibration method for the Heston model
Anna Clevenhausa Applied and Computational Mathematics, Bergische Universität Wuppertal, Wuppertal, Germany
https://orcid.org/0000-0002-0101-6659
https://orcid.org/0000-0002-0101-6659, Claudia Totzeckb Optimization, Bergische Universität Wuppertal, Wuppertal, Germanyhttps://orcid.org/0000-0001-6283-7154
https://orcid.org/0000-0001-6283-7154 & Matthias Ehrhardtc Applied and Computational Mathematics, Bergische Universität Wuppertal, Wuppertal, GermanyCorrespondence[email protected]
https://orcid.org/0000-0003-2561-8854
https://orcid.org/0000-0003-2561-8854