On the existence and uniqueness of the solution to the double Heston model equation and valuing lookback option

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Publication:1713193

DOI10.1016/j.cam.2018.10.045zbMath1419.91613OpenAlexW2899736842WikidataQ128997872 ScholiaQ128997872MaRDI QIDQ1713193

Somayeh Fallah, Farshid Mehrdoust

Publication date: 24 January 2019

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2018.10.045




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