Valuation of power options under Heston's stochastic volatility model
Kim, Jerim, Kim, Bara, Moon, Kyoung-Sook, Wee, In-SukVolume:
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