The Merton and Heston Model for a Call

The following sections are included:The Model

Authors:	Chiarella, Carl ; Kang, Boda ; Meyer, Gunter H.
Published in:	The Numerical Solution of the American Option Pricing Problem:Finite Difference and Transform Approaches.
Subject:	American Option \| Early Exercise \| Method of Lines \| Finite Difference Approach \| Integral Transform Approach \| Numerical Methods

Extent:	application/pdf text/html
Type of publication:	Article
Classification:	G00 - Financial Economics. General ; D53 - Financial Markets
Source:	RePEc - Research Papers in Economics

Persistent link: https://www.econbiz.de/10011206342