Semi-analytical prices for lookback and barrier options under the Heston model

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Publication:2292063

DOI10.1007/S10203-019-00254-XzbMath1432.91121OpenAlexW2945343733MaRDI QIDQ2292063

Carole Bernard, Luca De Gennaro Aquino

Publication date: 31 January 2020

Published in: Decisions in Economics and Finance (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1007/s10203-019-00254-x




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