A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' |
scientific article |
Statements
A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (English)
0 references
24 January 2019
0 references
European option
0 references
affine model
0 references
Heston-CIR
0 references
