A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
| Year of publication: |
1993
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|---|---|
| Authors: | Heston, Steven L. |
| Published in: |
The review of financial studies. - Cary, NC : Oxford Univ. Press, ISSN 0893-9454, ZDB-ID 10436662. - Vol. 6.1993, 2, p. 327-344
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