MODERN LOGARITHMS FOR THE HESTON MODEL (Q3444861): Difference between revisions

@@ Property / MaRDI profile type @@
+Publication
@@ Property / MaRDI profile type: Publication / rank @@
+Normal rank
@@ Property / cites work @@
+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
+Normal rank
@@ Property / cites work @@
+Q4229805
@@ Property / cites work: Q4229805 / rank @@
+Normal rank
@@ Property / cites work @@
+Q4942767
@@ Property / cites work: Q4942767 / rank @@
+Normal rank
@@ Property / full work available at URL @@
+https://doi.org/10.1142/s0219024907004111
+Normal rank
@@ Property / OpenAlex ID @@
+W3125121372
@@ Property / OpenAlex ID: W3125121372 / rank @@
+Normal rank
@@ links / mardi / name / links / mardi / name @@
+Publication:3444861