<i>Quantitative Finance</i>, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q5300449)
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scientific article; zbMATH DE number 6181861
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | <i>Quantitative Finance</i>, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model |
scientific article; zbMATH DE number 6181861 |
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<i>Quantitative Finance</i>, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (English)
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27 June 2013
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