"Pricing of defaultable options with multiscale generalized Heston's ..."

Min-Ku Lee, Jeong-Hoon Kim (2018)

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DOI: 10.1016/J.MATCOM.2017.08.005

access: closed

type: Journal Article

metadata version: 2020-03-04

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Min-Ku Lee, Jeong-Hoon Kim:
Pricing of defaultable options with multiscale generalized Heston's stochastic volatility. Math. Comput. Simul. 144: 235-246 (2018)

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