Asymptotic Expansion Formula of Option Price Under...

Asymptotic Expansion Formula of Option Price Under Multifactor Heston Model

Nagashima, Kazuki, Chung, Tsz-Kin, Tanaka, Keiichi
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Volume:
21
Language:
english
Journal:
Asia-Pacific Financial Markets
DOI:
10.1007/s10690-014-9189-4
Date:
November, 2014
File:
PDF, 695 KB
english, 2014
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