On the pricing of forward starting options in Heston’s...

Finance and Stochastics 2005 / 04 Vol. 9; Iss. 2

On the pricing of forward starting options in Heston’s model on stochastic volatility

Susanne Kruse, Ulrich Nögel
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Volume:
9
Language:
english
Pages:
18
Journal:
Finance and Stochastics
DOI:
10.1007/s00780-004-0146-3
Date:
April, 2005
File:
PDF, 302 KB
english, 2005
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