Calibration of the double Heston model and an analytical formula in pricing American put option (Q2020499)
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scientific article; zbMATH DE number 7337443
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration of the double Heston model and an analytical formula in pricing American put option |
scientific article; zbMATH DE number 7337443 |
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Calibration of the double Heston model and an analytical formula in pricing American put option (English)
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23 April 2021
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double Heston model
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American option
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calibration
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genetic optimization algorithm
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