About the method of solution an option price equation in the Heston model
Збережено в:
Дата: | 2012 |
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Автори: | , |
Формат: | Стаття |
Мова: | English |
Опубліковано: |
2012
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Назва видання: | Applied problems of mechanics and mathematics |
Онлайн доступ: | http://jnas.nbuv.gov.ua/article/UJRN-0000422941 |
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Назва журналу: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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open-sciencenbuvgovua-915372024-04-17T16:42:34Z About the method of solution an option price equation in the Heston model V. S. Yanishevskyi R. V. Feshchur 1810-3022 2012 en Applied problems of mechanics and mathematics http://jnas.nbuv.gov.ua/article/UJRN-0000422941 Article |
institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
collection |
Open-Science |
language |
English |
series |
Applied problems of mechanics and mathematics |
spellingShingle |
Applied problems of mechanics and mathematics V. S. Yanishevskyi R. V. Feshchur About the method of solution an option price equation in the Heston model |
format |
Article |
author |
V. S. Yanishevskyi R. V. Feshchur |
author_facet |
V. S. Yanishevskyi R. V. Feshchur |
author_sort |
V. S. Yanishevskyi |
title |
About the method of solution an option price equation in the Heston model |
title_short |
About the method of solution an option price equation in the Heston model |
title_full |
About the method of solution an option price equation in the Heston model |
title_fullStr |
About the method of solution an option price equation in the Heston model |
title_full_unstemmed |
About the method of solution an option price equation in the Heston model |
title_sort |
about the method of solution an option price equation in the heston model |
publishDate |
2012 |
url |
http://jnas.nbuv.gov.ua/article/UJRN-0000422941 |
work_keys_str_mv |
AT vsyanishevskyi aboutthemethodofsolutionanoptionpriceequationinthehestonmodel AT rvfeshchur aboutthemethodofsolutionanoptionpriceequationinthehestonmodel |
first_indexed |
2024-04-18T05:05:47Z |
last_indexed |
2024-04-18T05:05:47Z |
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1796886830909489152 |