Weighted average price in the Heston stochastic volatility model.
Saved in:
| Title: | Weighted average price in the Heston stochastic volatility model. |
|---|---|
| Authors: | Papi, M.1 m.papi@unicampus.it, Pontecorvi, L.1 l.pontecorvi@unicampus.it, Donatucci, C.2 |
| Source: | Decisions in Economics & Finance. Nov2017, Vol. 40 Issue 1/2, p351-373. 23p. |
| Database: | Business Source Ultimate |
| ISSN: | 15938883 |
|---|---|
| DOI: | 10.1007/s10203-017-0197-5 |
