MODERN LOGARITHMS FOR THE HESTON MODEL (Q3444861): Difference between revisions
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| Property / cites work: A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options / rank | |||
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Latest revision as of 09:43, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MODERN LOGARITHMS FOR THE HESTON MODEL |
scientific article |
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MODERN LOGARITHMS FOR THE HESTON MODEL (English)
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5 June 2007
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Heston model
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branch-cut
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Lewis-Lipton formula
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