Asymptotic Expansion Formula of Option Price Under Multifactor Heston Model
Crossref DOI link: https://doi.org/10.1007/s10690-014-9189-4
Published Online: 2014-07-24
Published Print: 2014-11
Update policy: https://doi.org/10.1007/springer_crossmark_policy
Nagashima, Kazuki
Chung, Tsz-Kin
Tanaka, Keiichi
Text and Data Mining valid from 2014-07-24
