An iterative splitting method for pricing European options under the Heston model (Q2660110)
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scientific article; zbMATH DE number 7328879
| Language | Label | Description | Also known as |
|---|---|---|---|
| default for all languages | No label defined |
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| English | An iterative splitting method for pricing European options under the Heston model |
scientific article; zbMATH DE number 7328879 |
Statements
An iterative splitting method for pricing European options under the Heston model (English)
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29 March 2021
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option pricing
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Heston model
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operator splitting
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iterative method
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0.8180090188980103
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0.8159241080284119
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0.8058279156684875
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0.7856467962265015
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0.7830540537834167
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