Publication | Closed Access
Probability distribution of returns in the Heston model with stochastic volatility*
166
Citations
27
References
2002
Year
EngineeringHarry M MarkowitzStochastic AnalysisHeston ModelHarry Markowitz CompanyStochastic PhenomenonEconomic HistoryAsset PricingEconomic Policy AnalysisAustrian EconomicsPolitical EconomyEconomic AnalysisPhilosophy Of EconomicsEconomicsCalifornia San DiegoLevy ProcessProbability TheoryStochastic Differential EquationFinanceMultivariate Stochastic VolatilityBusiness HistoryEconomic PolicyProbability DistributionBusinessBusiness Economics
Harry M Markowitz, president of Harry Markowitz Company; 1990 Nobel Laureate, Economic Sciences; Research Professor of Economics at University of California San Diego.
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