The Heston Model and Its Extensions in Matlab and C# (Rouah/The Heston Model and Its Extensions in Matlab and C#) || Derivations Using the Fourier Transform
Rouah, Fabrice DouglasVolume:
10.1002/97
Year:
2013
Language:
english
DOI:
10.1002/9781118656471.ch3
File:
PDF, 1.16 MB
english, 2013