The Heston model and its extensions in Matlab and C#
Fabrice Douglas Rouah
| Year of publication: |
[2013]
|
|---|---|
| Authors: | Rouah, Fabrice |
| Publisher: |
Hoboken, NJ [u.a.] : Wiley |
| Subject: | Optionspreistheorie | Option pricing theory | Dynamische Wirtschaftstheorie | Economic dynamics | Programmiersprache | Programming language |
| Description of contents: | Table of Contents [gbv.de] ; Description [swbplus.bsz-bw.de] ; Description [zbmath.org] |
Online version:
Heston model and its extensions in Matlab and C#
Online-Ausg.::
Rouah, Fabrice *1964-*. The Heston model and its extensions in Matlab and C#. - Hoboken, New Jersey : Wiley, 2013. - 1 Online-Ressource (xiii, 411 Seiten)
Persistent link: https://www.econbiz.de/10010189646