"A decomposition formula for option prices in the Heston model and ..."

Elisa Alòs (2012)

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DOI: 10.1007/S00780-012-0177-0

access: closed

type: Journal Article

metadata version: 2020-07-22

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Elisa Alòs:
A decomposition formula for option prices in the Heston model and applications to option pricing approximation. Finance Stochastics 16(3): 403-422 (2012)

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