A comparative study on time-efficient methods to price compound options in the Heston model (Q316625)
From MaRDI portal
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparative study on time-efficient methods to price compound options in the Heston model |
scientific article |
Statements
A comparative study on time-efficient methods to price compound options in the Heston model (English)
0 references
27 September 2016
0 references
European compound option
0 references
Heston model
0 references
computational techniques
0 references
parallel computing
0 references
0 references
0 references
0 references
0 references
0 references
0 references
0 references
