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:Англійська
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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author V. S. Yanishevskyi
R. V. Feshchur
author_facet V. S. Yanishevskyi
R. V. Feshchur
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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
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
title 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_short 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
url http://jnas.nbuv.gov.ua/article/UJRN-0000422941
work_keys_str_mv AT vsyanishevskyi aboutthemethodofsolutionanoptionpriceequationinthehestonmodel
AT rvfeshchur aboutthemethodofsolutionanoptionpriceequationinthehestonmodel