Option pricing in Heston model by means of weak approximations (Q2799625)
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scientific article; zbMATH DE number 6568414
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Option pricing in Heston model by means of weak approximations |
scientific article; zbMATH DE number 6568414 |
Statements
13 April 2016
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Heston model
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simulation
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weak approximations
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split-step approximations
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call and put options
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Option pricing in Heston model by means of weak approximations (English)
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