Media type: E-Book Title: Regime switching rough Heston model Contributor: Alfeus, Mesias [Author]; Overbeck, Ludger [Author] Published: Sydney: Quantitative Finance Research Centre, University of Technology Sydney, [2018] Published in: Quantitative Finance Research Centre: Research paper / Quantitative Finance Research Centre, University of Technology Sydney ; 387 Extent: 1 Online-Ressource (circa 26 Seiten); Illustrationen Language: English Keywords: Rough Browian Motion ; Regime Switching ; Heston Model ; Analytic Pricing Formula ; Full and partial Monte-Carlo-Methods ; Graue Literatur Origination: Footnote: Access State: Open Access