Jeng, S. W., & Kiliçman, A. (2021). SPX Calibration of Option Approximations under Rough Heston Model. MDPI AG.
Cita Chicago Style (17a ed.)Jeng, Siow Woon, y Adem Kiliçman. SPX Calibration of Option Approximations Under Rough Heston Model. MDPI AG, 2021.
Cita MLA (8a ed.)Jeng, Siow Woon, y Adem Kiliçman. SPX Calibration of Option Approximations Under Rough Heston Model. MDPI AG, 2021.
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