A closed-form option pricing approximation formula for a fractional Heston model

Elisa Alòs; Yan Yang

Year of publication:	2014
Authors:	Alòs, Elisa ; Yang, Yan
Publisher:	[Barcelona] : [Dep. of Economics and Business, Univ. Pompeu Fabra]
Subject:	Optionspreistheorie \| Option pricing theory \| Stochastischer Prozess \| Stochastic process \| Volatilität \| Volatility \| Optionsgeschäft \| Option trading

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