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~isPartOf:"Agricultural finance review"
~isPartOf:"Energy economics"
~isPartOf:"European journal of operational research : EJOR"
~isPartOf:"Journal of risk"
~person:"Chan, Jiun Hong"
~source:"econis"
~subject:"Stochastic process"
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Chan, Jiun Hong
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Agricultural finance review
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First- and second-order Greeks in the Heston model
Chan, Jiun Hong
;
Joshi, Mark S.
;
Zhu, Dan
- In:
Journal of risk
17
(
2014/2015
)
4
,
pp. 19-69
Persistent link: https://www.econbiz.de/10013262933
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