Results 201 to 205 of about 13,841,708 (205)

On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

Quantitative Finance, 2011
Uwe Wystup
exaly  

ADI Schemes for Pricing American Options under the Heston Model

Applied Mathematical Finance, 2015
Karel J In ’T Hout
exaly  

Around the Heston Model

2011
openaire   +1 more source

Modeling and Pricing of Swaps for Heston Model

2013
openaire   +1 more source

Heston Stochastic Volatility Model

openaire   +1 more source