On the pricing of forward starting options in Heston#8217s model on stochastic volatility
| Year of publication: |
2005
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|---|---|
| Authors: | Kruse, Susanne ; Nögel, Ulrich |
| Published in: |
Finance and stochastics. - Berlin : Springer, ISSN 0949-2984, ZDB-ID 13563397. - Vol. 9.2005, 2, p. 233-250
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