American option pricing under the double Heston model based on asymptotic expansion (Q5234286)
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scientific article; zbMATH DE number 7110412
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | American option pricing under the double Heston model based on asymptotic expansion |
scientific article; zbMATH DE number 7110412 |
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American option pricing under the double Heston model based on asymptotic expansion (English)
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26 September 2019
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American options
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option pricing
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calibration
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double Heston model
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asymptotic expansion
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