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

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dc.contributor.author Chiarella, C
dc.contributor.author Ziogas, A
dc.contributor.author Ziveyi, J
dc.date.accessioned 2012-02-02T02:02:14Z
dc.date.issued 2010
dc.identifier.citation 2010, pp. 281 - 315
dc.identifier.isbn 978-3-642-03478-7
dc.identifier.other B1 en_US
dc.identifier.uri http://hdl.handle.net/10453/14246
dc.relation.isbasedon 10.1007/978-3-642-03479-4_15
dc.title Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms
dc.type Chapter
dc.description.version Published
dc.journal.number en_US
dc.publocation Germany en_US
dc.identifier.startpage 281 en_US
dc.identifier.endpage 315 en_US
dc.cauo.name BUS.School of Finance and Economics en_US
dc.conference Verified OK en_US
dc.for 010205 Financial Mathematics
dc.personcode 101769
dc.personcode 716350
dc.percentage 100 en_US
dc.classification.name Financial Mathematics en_US
dc.classification.type FOR-08 en_US
dc.edition 1st en_US
dc.custom en_US
dc.date.activity en_US
dc.location.activity en_US
dc.description.keywords NA en_US
pubs.embargo.period Not known
pubs.organisational-group /University of Technology Sydney
pubs.organisational-group /University of Technology Sydney/Faculty of Business
pubs.organisational-group /University of Technology Sydney/Faculty of Business/Finance
pubs.organisational-group /University of Technology Sydney/Strength - Quantitative Finance
utslib.copyright.status Closed Access
utslib.copyright.date 2015-04-15 12:17:09.805752+10
utslib.collection.history Closed (ID: 3)


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