Siti N.i. IBRAHİM, John G. O'HARA, Nick CONSTANTİNOU

Pricing Power Options under the Heston Dynamics using the FFT

Pricing Power Options within the Heston Framework

New Trends in Mathematical Sciences

2013-Cilt: 1 Sayı: 1

1-9

Power Option, Partial Differential Equation, Heston Model, Characteristic Function, Fast Fourier Transform

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