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Pricing American put option under fractional Heston model

Crossref DOI link: https://doi.org/10.1007/s12043-020-02039-z

Published Online: 2021-02-03

Published Print: 2021-03

Update policy: https://doi.org/10.1007/springer_crossmark_policy

Authors

Mohamed, Kharrat
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Text and Data Mining valid from 2021-02-03

Version of Record valid from 2021-02-03
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Article History

Received: 3 May 2020

Revised: 12 August 2020

Accepted: 8 September 2020

First Online: 3 February 2021