Modelling volatility: A Comparison Between GBM and Heston

2026 Open access

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Authors: Massimo Capuano
DOI: 10.13140/rg.2.2.32902.23366
Cited by: 0

Fields of Study & Subjects

Stochastic processes and financial applications Financial Risk and Volatility Modeling Financial Markets and Investment Strategies

Publication details

Publication date
1 January 2026
Language
EN