"Efficient likelihood estimation of Heston model for novel climate-related ..."

Augusto Blanc-Blocquel, Luis Ortiz-Gracia, Rodolfo Oviedo (2024)

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DOI: 10.1016/J.MATCOM.2024.05.024

access: open

type: Journal Article

metadata version: 2024-12-09

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Augusto Blanc-Blocquel, Luis Ortiz-Gracia, Rodolfo Oviedo:
Efficient likelihood estimation of Heston model for novel climate-related financial contracts valuation. Math. Comput. Simul. 225: 430-445 (2024)

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