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Quantitative Finance , Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model
Griebsch, Susanne A., Wystup, UweVolume:
11
Language:
english
Journal:
Quantitative Finance
DOI:
10.1080/14697688.2011.605316
Date:
August, 2011
File:
PDF, 83 KB
english, 2011