MONOTONICITY OF PRICES IN HESTON MODEL (Q2841333)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MONOTONICITY OF PRICES IN HESTON MODEL |
scientific article |
Statements
MONOTONICITY OF PRICES IN HESTON MODEL (English)
0 references
24 July 2013
0 references
Heston model
0 references
price monotonicity
0 references
European put options
0 references
maximum principle
0 references
correlation
0 references
