A closed-form solution for options with stochastic volatility, with application to bond and currency options
de Steven L. Heston · Publicada por primera vez en 1992
Ediciones (2)
- A closed-form solution for options with stochastic volatility, with application to bond and currency options (1992)
Yale University, School of Organization and Management · inglés
- A closed-form solution for options with stochastic volatility, with application to bond and currency options (1992)
Yale University, School of Organization and Management · inglés