A closed form solution for vulnerable options with Heston's stochastic volatility (Q508190)
From MaRDI portal
scientific article
Language | Label | Description | Also known as |
---|---|---|---|
English | A closed form solution for vulnerable options with Heston's stochastic volatility |
scientific article |
Statements
A closed form solution for vulnerable options with Heston's stochastic volatility (English)
0 references
10 February 2017
0 references