Corrections in Heston model derivations for bond options
Year of publication: |
2018
|
---|---|
Authors: | Mandal, Satrajit ; Bhattacharya, Sujoy |
Published in: |
International journal of bonds and derivatives. - Olney : Inderscience, ISSN 2050-229X, ZDB-ID 3004039-5. - Vol. 4.2018, 1, p. 1-9
|
Subject: | option | Black and Scholes | Heston | stochastic volatility | Ito's lemma | Stochastischer Prozess | Stochastic process | Volatilität | Volatility | Optionspreistheorie | Option pricing theory | Experiment | Derivat | Derivative | Black-Scholes-Modell | Black-Scholes model |
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