Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms

Chiarella, C Ziogas, A Ziveyi, J

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Field	Value	Language
dc.contributor.author	Chiarella, C	en_US
dc.contributor.author	Ziogas, A	en_US
dc.contributor.author	Ziveyi, J	en_US
dc.date.issued	2010	en_US
dc.identifier.citation	2010, pp. 281 - +	en_US
dc.identifier.isbn	978-3-642-03478-7	en_US
dc.identifier.uri	http://hdl.handle.net/10453/14246
dc.relation.isbasedon	10.1007/978-3-642-03479-4_15	en_US
dc.title	Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms	en_US
dc.type	Chapter
utslib.for	010205 Financial Mathematics	en_US
pubs.embargo.period	Not known	en_US
pubs.organisational-group	/University of Technology Sydney
pubs.organisational-group	/University of Technology Sydney/Faculty of Business
utslib.copyright.status	closed_access
pubs.publication-status	Published	en_US

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