On the numerical methods for the Heston model

On the numerical methods for the Heston model

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Bibliographic Details
Main Author: Teixeira, Fernando Ormonde
Other Authors: Saporito, Yuri Fahham
Language:English
Published: 2017
Subjects:
Heston
Stochastic
Volatility
Black-Scholes
European call
R
Matemática
Análise estocástica
Métodos de simulação
Análise numérica
Volatilidade (Finanças)
Online Access:http://hdl.handle.net/10438/19486

Internet

http://hdl.handle.net/10438/19486

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