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scientific article; zbMATH DE number 6769081
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scientific article; zbMATH DE number 6769081

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    author
    Song-Ping Zhu
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    Xin-Jiang He
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    publication date
    4 September 2017
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    Mathematics Subject Classification ID
    91G20
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    60G44
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    60H30
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    zbMATH DE Number
    6769081
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    zbMATH Keywords
    European options
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    minimal entropy martingale measure
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    proof of convergence
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    Heston model
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