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Heath-Jarrow-Morton meet lifted Heston in energy markets for joint historical and implied calibration

Fuente: arXiv

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Detalles Bibliográficos
Autores principales:	Jaber, Eduardo Abi, Bruneau, Soukaïna, De Carvalho, Nathan, Sotnikov, Dimitri, Tur, Laurent
Formato:	Preprint
Publicado:	2025
Materias:	Mathematical Finance Computational Finance 91G20, 91G60
Acceso en línea:	Acceder al recurso
Etiquetas:	Agregar Etiqueta Sin Etiquetas, Sea el primero en etiquetar este registro!

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