A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
| Year of publication: |
2007
|
|---|---|
| Authors: | Ballestra, Luca Vincenzo ; Pacelli, Graziella ; Zirilli, Francesco |
| Published in: |
Journal of Banking & Finance. - Elsevier, ISSN 0378-4266. - Vol. 31.2007, 11, p. 3420-3437
|
| Publisher: |
Elsevier |