A comparative study on time-efficient methods to price compound options in the Heston model

✍ Scribed by Chiarella, Carl; Griebsch, Susanne; Kang, Boda

• Book ID: 125439008
• Publisher: Elsevier Science
• Year: 2014
• Tongue: English
• Weight: 537 KB
• Volume: 67
• Category: Article
• ISSN: 0898-1221
• DOI: 10.1016/j.camwa.2014.01.008