Pricing barrier options in the Heston model using the Heath-Platen estimator (Q1746428)
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scientific article; zbMATH DE number 6864373
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Pricing barrier options in the Heston model using the Heath-Platen estimator |
scientific article; zbMATH DE number 6864373 |
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Pricing barrier options in the Heston model using the Heath-Platen estimator (English)
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25 April 2018
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barrier option pricing
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Heston stochastic volatility model
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Heath-Platen estimator
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