Implied higher order moments in the Heston model: a case study of S &P500 index
Crossref DOI link: https://doi.org/10.1007/s10203-023-00396-z
Published Online: 2023-05-10
Published Print: 2023-12
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Mehrdoust, Farshid
Noorani, Idin
Text and Data Mining valid from 2023-05-10
Version of Record valid from 2023-05-10
Article History
Received: 2 September 2021
Accepted: 13 April 2023
First Online: 10 May 2023