A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model

Luca Vincenzo Ballestra; Graziella Pacelli; Francesco Zirilli

Year of publication:	2007
Authors:	Ballestra, Luca Vincenzo ; Pacelli, Graziella ; Zirilli, Francesco
Published in:	Journal of banking & finance. - Amsterdam [u.a.] : Elsevier, ISSN 0378-4266, ZDB-ID 752905-3. - Vol. 31.2007, 11, p. 3420-3437
Subject:	Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Pfadabhängigkeit \| Path dependence

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