Local volatility in the Heston model: a Malliavin calculus approach.
Ewald, Christian-Oliver
Journal of Applied Mathematics and Stochastic Analysis, Tome 2005 (2005), p. 307-322 / Harvested from The Electronic Library of Mathematics
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Publié le : 2005-01-01
DOI : https://doi.org/10.1155/JAMSA.2005.307
EUDML-ID : urn:eudml:doc:45045 
@article{05050251,
     title = {Local volatility in the Heston model: a Malliavin calculus approach.},
     journal = {Journal of Applied Mathematics and Stochastic Analysis},
     volume = {2005},
     year = {2005},
     pages = {307-322},
     doi = {10.1155/JAMSA.2005.307},
     zbl = {1184.91215},
     language = {en},
     url = {http://dml.mathdoc.fr/item/05050251}
}

Ewald, Christian-Oliver. Local volatility in the Heston model: a Malliavin calculus approach.. Journal of Applied Mathematics and Stochastic Analysis, Tome 2005 (2005) pp. 307-322. doi : 10.1155/JAMSA.2005.307. http://gdmltest.u-ga.fr/item/05050251/