Journal Articles
Quantitative Finance
Year : 2022
Gilles Pagès : Connect in order to contact the contributor
https://cnrs.hal.science/hal-03891139
Submitted on : Friday, December 9, 2022-8:35:30 AM
Last modification on : Saturday, October 7, 2023-9:36:24 PM
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- HAL Id : hal-03891139 , version 1
- ARXIV : 2001.03101
- DOI : 10.1080/14697688.2021.2023205
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Vincent Lemaire, Thibaut Montes, Gilles Pagès. Stationary Heston model: calibration and pricing of exotics using product recursive quantization. Quantitative Finance, 2022, 22 (4), pp.611-629. ⟨10.1080/14697688.2021.2023205⟩. ⟨hal-03891139⟩
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