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Uncertainty quantification and Heston model

Crossref DOI link: https://doi.org/10.1186/s13362-018-0047-2

Published Online: 2018-07-06

Published Print: 2018-12

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Suárez-Taboada, María https://orcid.org/0000-0002-2687-0077
Witteveen, Jeroen A. S.

Grzelak, Lech A.

Oosterlee, Cornelis W.
Funding

Funding for this research was provided by:

MCINN

ERCIM “Alain Bensoussan Fellowship Programme”
License Information

Text and Data Mining valid from 2018-07-06
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Article History

Received: 23 February 2018

Accepted: 26 June 2018

First Online: 6 July 2018

Competing interests

: The author declare that they have no competing interests.