Removing the Correlation Term in Option Pricing Heston Model: Numerical Analysis and Computing

Casabán, M.-C., Fakharany, M., Jódar, L., Company, R. . Abstract and Applied Analysis 2013. 2013 (246724) :-

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Bibtex

@article{CIS-314576,
  Author = {Casabán, M.-C. and Fakharany, M. and Jódar, L. and Company, R.},
  Title = {Removing the Correlation Term in Option Pricing Heston Model: Numerical
 Analysis and Computing},
  Journal = {Abstract and Applied Analysis},
  Volume = {2013},
  Number = {246724},
  Year = {2013},
  Pages = {--},
  Keywords = {}
}

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