A decomposition formula for option prices in the Heston model and applications to option pricing approximation (Q1761451): Difference between revisions
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Latest revision as of 09:07, 11 December 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A decomposition formula for option prices in the Heston model and applications to option pricing approximation |
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A decomposition formula for option prices in the Heston model and applications to option pricing approximation (English)
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15 November 2012
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stochastic volatility
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Heston model
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Itô calculus
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