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2018•Unpublished venueRequires access

Heston與SABR模型的比較分析及 商品評價分析應用;The comparison and analysis between Heston and SABR model and application on pricing commercial product

許寧翔, Ning-Hsiang Hsu

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Key concepts: SABR volatility model, Heston model, Product (mathematics), Stochastic volatility, Econometrics, Actuarial science, Economics, Mathematics

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Heston與SABR模型的比較分析及 商品評價分析應用;The comparison and analysis between Heston and SABR model and application on pricing commercial product — Research Paper | ScholarLens