A decomposition formula for option prices in the Heston model and applications to option pricing approximation
| Year of publication: |
2012
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|---|---|
| Authors: | Alòs, Elisa |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 16.2012, 3, p. 403-423
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