On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option (Q1713193): Difference between revisions

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Property / DOI: 10.1016/j.cam.2018.10.045 / rank
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Property / full work available at URL: https://doi.org/10.1016/j.cam.2018.10.045 / rank
 
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Property / OpenAlex ID: W2899736842 / rank
 
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Property / Wikidata QID: Q128997872 / rank
 
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Property / DOI: 10.1016/J.CAM.2018.10.045 / rank
 
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Latest revision as of 05:32, 11 December 2024

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On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option
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