PRICING AMERICAN OPTIONS IN THE HESTON MODEL: A Close Look at Incorporating Correlation
| Year of publication: |
2013
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|---|---|
| Authors: | Ruckdeschel, Peter ; Sayer, Tilman ; Szimayer, Alexander |
| Published in: |
The journal of derivatives : the official publication of the International Association of Financial Engineers. - New York, NY : Institutional Investor, ISSN 1074-1240, ZDB-ID 11690045. - Vol. 20.2013, 3, p. 9-30
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