EXPLICIT HESTON SOLUTIONS AND STOCHASTIC APPROXIMATION FOR PATH-DEPENDENT OPTION PRICING
نویسندگان
چکیده
منابع مشابه
A decomposition formula for option prices in the Heston model and applications to option pricing approximation
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ژورنال
عنوان ژورنال: International Journal of Theoretical and Applied Finance
سال: 2018
ISSN: 0219-0249,1793-6322
DOI: 10.1142/s0219024918500061