Black-Scholes formula - a Heston approach
<p><strong>Abstract</strong></p><p>In this paper we will compare Black-Scholes formula with a particular case of Heston formula, both solutions of the same problem.</p><p><strong>Keywords:</strong> Black-Scholes model, Heston model, comparing ana...
| Main Authors: | , |
|---|---|
| Format: | Article |
| Language: | English |
| Published: |
EduSoft Publishing Bacau
2016-01-01
|
| Series: | Brand Research in Accounting, Negociation and Distribution |
| Online Access: | http://www.edusoft.ro/brain/index.php/brand/article/view/477 |