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

Publication Type:
Chapter
Citation:
2010, pp. 281 - +
Issue Date:
2010
Full metadata record
Files in This Item:
Filename Description Size
Thumbnail2009008252OK.pdf649.69 kB
Adobe PDF
Please use this identifier to cite or link to this item: