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"Pricing barrier options in the Heston model using the Heath-Platen estimator."

Sema Coskun, Ralf Korn (2018)

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DOI: 10.1515/MCMA-2018-0004

access: closed

type: Journal Article

metadata version: 2020-07-03

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  - https://dblp.org/rec/journals/mcma/CoskunK18
Sema Coskun, Ralf Korn:
Pricing barrier options in the Heston model using the Heath-Platen estimator. Monte Carlo Methods Appl. 24(1): 29-41 (2018)

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