Recommended citation for this document

Alòs, Elisa ; De Santiago, Rafael ; Vives, Josep. "Calibration of stochastic volatility models via second order approximation: the Heston model case". Universitat Pompeu Fabra. Departament d'Economia i Empresa. 2012. <http://hdl.handle.net/10230/19913>. [Consulta: 18-04-14].