A closed-form solution for options with stochastic volatility, with application to bond and currency options
Edición de la obra A closed-form solution for options with stochastic volatility, with application to bond and currency options
| Autor | Steven L. Heston |
|---|---|
| Editorial | Yale University, School of Organization and Management |
| Fecha de publicación | 1992 |
| Lugar | New Haven, CT |
| Idioma | inglés |
| Serie | Working paper series F -- 28 |
| Número de Cutter | H588c |