An explicitly solvable Heston model with stochastic...

European Journal of Operational Research 2016 / 02 Vol. 249; Iss. 1

An explicitly solvable Heston model with stochastic interest rate

Recchioni, M.C., Sun, Y.
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Volume:
249
Language:
english
Journal:
European Journal of Operational Research
DOI:
10.1016/j.ejor.2015.09.035
Date:
February, 2016
File:
PDF, 1.58 MB
english, 2016
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