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 22:43, 19 March 2024
scientific article; zbMATH DE number 6260383
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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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