A comparative study on time-efficient methods to price compound options in the Heston model (Q316625)
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scientific article; zbMATH DE number 6630082
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A comparative study on time-efficient methods to price compound options in the Heston model |
scientific article; zbMATH DE number 6630082 |
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A comparative study on time-efficient methods to price compound options in the Heston model (English)
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27 September 2016
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European compound option
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Heston model
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computational techniques
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parallel computing
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