A simple approach to pricing American options under the Heston stochastic volatility model
Year of publication: |
2010
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Authors: | Beliaeva, Natalia A. ; Nawalkha, Sanjay K. |
Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Pageant Media Ltd., ISSN 1074-1240, ZDB-ID 1169004-5. - Vol. 17.2009/10, 4, p. 25-43
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Subject: | Optionsgeschäft | Option trading | Optionspreistheorie | Option pricing theory | Volatilität | Volatility | Stochastischer Prozess | Stochastic process | Theorie | Theory |
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