Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates (Q5397431): Difference between revisions
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Revision as of 20:21, 5 March 2024
scientific article; zbMATH DE number 6260383
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates |
scientific article; zbMATH DE number 6260383 |
Statements
Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates (English)
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20 February 2014
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options pricing
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stochastic volatility
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currency derivatives
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continuous-time models
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