Valuation of power options under Heston's stochastic...

Valuation of power options under Heston's stochastic volatility model

Kim, Jerim, Kim, Bara, Moon, Kyoung-Sook, Wee, In-Suk
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Volume:
36
Language:
english
Journal:
Journal of Economic Dynamics and Control
DOI:
10.1016/j.jedc.2012.05.005
Date:
November, 2012
File:
PDF, 406 KB
english, 2012
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