About the method of solution an option price equation in the Heston model

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Бібліографічні деталі
Дата:2012
Автори: V. S. Yanishevskyi, R. V. Feshchur
Формат: Стаття
Мова:English
Опубліковано: 2012
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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Library portal of National Academy of Sciences of Ukraine | LibNAS
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spelling 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
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