"A comparative study on time-efficient methods to price compound options in ..."

Carl Chiarella, Susanne Griebsch, Boda Kang (2014)

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DOI: 10.1016/J.CAMWA.2014.01.008

access: open

type: Journal Article

metadata version: 2021-02-11

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  - https://dblp.org/rec/journals/cma/ChiarellaGK14
Carl Chiarella, Susanne Griebsch, Boda Kang:
A comparative study on time-efficient methods to price compound options in the Heston model. Comput. Math. Appl. 67(6): 1254-1270 (2014)

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