✦ LIBER ✦
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
✍ Scribed by Luca Vincenzo Ballestra; Graziella Pacelli; Francesco Zirilli
- Book ID
- 116615009
- Publisher
- Elsevier Science
- Year
- 2007
- Tongue
- English
- Weight
- 236 KB
- Volume
- 31
- Category
- Article
- ISSN
- 0378-4266
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