Valuation of power options under Heston's stochastic volatility model
| Year of publication: |
2012
|
|---|---|
| Authors: | Kim, Jerim ; Kim, Bara ; Moon, Kyoung-Sook ; Wee, In-Suk |
| Published in: |
Journal of economic dynamics & control. - Amsterdam [u.a.] : Elsevier, ISSN 0165-1889, ZDB-ID 7174093. - Vol. 36.2012, 11, p. 1796-1814
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