A Complete Analytical Resolution of the Double Barrier Options’ Pricing within the Heston Model. A Probability Density Function Approach
| Year of publication: |
2015
|
|---|---|
| Authors: | Izmailov, Alexander |
| Other Persons: | Shay, Brian (contributor) |
| Publisher: |
[2015]: [S.l.] : SSRN |
| Subject: | Optionspreistheorie | Option pricing theory | Optionsgeschäft | Option trading | Stochastischer Prozess | Stochastic process | Volatilität | Volatility |
| Description of contents: |
• The first ever explicit ...
|
freely available