View in EDS

Weighted average price in the Heston stochastic volatility model.

Saved in:
Bibliographic Details
Title: Weighted average price in the Heston stochastic volatility model.
Authors: Papi, M.1 m.papi@unicampus.it, Pontecorvi, L.1 l.pontecorvi@unicampus.it, Donatucci, C.2
Source: Decisions in Economics & Finance. Nov2017, Vol. 40 Issue 1/2, p351-373. 23p.
Database: Business Source Ultimate
FullText Text:
  Availability: 0
Header DbId: bsu
DbLabel: Business Source Ultimate
An: 126216370
AccessLevel: 2
PubType: Academic Journal
PubTypeId: academicJournal
PreciseRelevancyScore: 0
IllustrationInfo
Items – Name: Title
  Label: Title
  Group: Ti
  Data: Weighted average price in the Heston stochastic volatility model.
– Name: Author
  Label: Authors
  Group: Au
  Data: <searchLink fieldCode="AR" term="%22Papi%2C+M%2E%22">Papi, M.</searchLink><relatesTo>1</relatesTo><i> m.papi@unicampus.it</i><br /><searchLink fieldCode="AR" term="%22Pontecorvi%2C+L%2E%22">Pontecorvi, L.</searchLink><relatesTo>1</relatesTo><i> l.pontecorvi@unicampus.it</i><br /><searchLink fieldCode="AR" term="%22Donatucci%2C+C%2E%22">Donatucci, C.</searchLink><relatesTo>2</relatesTo>
– Name: TitleSource
  Label: Source
  Group: Src
  Data: <searchLink fieldCode="JN" term="%22Decisions+in+Economics+%26+Finance%22">Decisions in Economics & Finance</searchLink>. Nov2017, Vol. 40 Issue 1/2, p351-373. 23p.
PLink https://search.ebscohost.com/login.aspx?direct=true&site=eds-live&db=bsu&AN=126216370
RecordInfo BibRecord:
  BibEntity:
    Identifiers:
      – Type: doi
        Value: 10.1007/s10203-017-0197-5
    Languages:
      – Code: eng
        Text: English
    PhysicalDescription:
      Pagination:
        PageCount: 23
        StartPage: 351
    Titles:
      – TitleFull: Weighted average price in the Heston stochastic volatility model.
        Type: main
  BibRelationships:
    HasContributorRelationships:
      – PersonEntity:
          Name:
            NameFull: Papi, M.
      – PersonEntity:
          Name:
            NameFull: Pontecorvi, L.
      – PersonEntity:
          Name:
            NameFull: Donatucci, C.
    IsPartOfRelationships:
      – BibEntity:
          Dates:
            – D: 01
              M: 11
              Text: Nov2017
              Type: published
              Y: 2017
          Identifiers:
            – Type: issn-print
              Value: 15938883
          Numbering:
            – Type: volume
              Value: 40
            – Type: issue
              Value: 1/2
          Titles:
            – TitleFull: Decisions in Economics & Finance
              Type: main
ResultId 1