Valuation of American-style derivatives within the stochastic volatility model of Heston

Tilman Sayer

Year of publication:	2012
Authors:	Sayer, Tilman
Publisher:	München : Dr. Hut
Subject:	Derivat \| Derivative \| Optionspreistheorie \| Option pricing theory \| Volatilität \| Volatility \| Stochastischer Prozess \| Stochastic process \| Aktienoption \| Stock option \| Theorie \| Theory
Description of contents:	Table of Contents [gbv.de] ; Description [deposit.dnb.de]

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