A decomposition formula for option prices in the Heston model and applications to option pricing approximation (Q1761451): Difference between revisions

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-.1007/s00780-012-0177-0
@@ Property / DOI: 10.1007/s00780-012-0177-0 / rank @@
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+A generalization of the Hull and White formula with applications to option pricing approximation
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@@ Property / DOI: 10.1007/S00780-012-0177-0 / rank @@
+Normal rank