Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428)
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scientific article; zbMATH DE number 6864373
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| English | Pricing barrier options in the Heston model using the Heath-Platen estimator |
scientific article; zbMATH DE number 6864373 |
Statements
Pricing barrier options in the Heston model using the Heath-Platen estimator (English)
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25 April 2018
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barrier option pricing
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Heston stochastic volatility model
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Heath-Platen estimator
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0.8029435276985168
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0.7725329995155334
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0.76922208070755
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0.7662424445152283
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0.7608816623687744
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