You are seeing a free-to-access but limited selection of the activity Altmetric has collected about this research output.
Click here to find out more.
| Chapter title |
The Heston Model and Multidimensional Affine Diffusions
|
|---|---|
| Chapter number | 4 |
| Book title |
Affine Diffusions and Related Processes: Simulation, Theory and Applications
|
| Published by |
Springer, Cham, January 2015
|
| DOI | 10.1007/978-3-319-05221-2_4 |
| Book ISBNs |
978-3-31-905220-5, 978-3-31-905221-2
|
| Authors |
Aurélien Alfonsi |