Weighted average price in the Heston stochastic volatility model
Crossref DOI link: https://doi.org/10.1007/s10203-017-0197-5
Published Online: 2017-09-04
Published Print: 2017-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Papi, M.
Pontecorvi, L.
Donatucci, C.
License valid from 2017-09-04
