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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Revision as of 09:55, 29 February 2024
scientific article
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| English | On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option |
scientific article |
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On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option (English)
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24 January 2019
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double Heston model
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strong solution
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lookback option
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Monte Carlo simulation
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