Quantitative Finance, Vol. 11, No. 5, May 2011, 693-709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model
No abstract is available for this item.
Volume (Year): 11 (2011)
Issue (Month): 8 ()
|Contact details of provider:|| Web page: http://www.tandfonline.com/RQUF20 |
|Order Information:||Web: http://www.tandfonline.com/pricing/journal/RQUF20|
When requesting a correction, please mention this item's handle: RePEc:taf:quantf:v:11:y:2011:i:8:p:1271-1271. See general information about how to correct material in RePEc.
For technical questions regarding this item, or to correct its authors, title, abstract, bibliographic or download information, contact: (Michael McNulty)
If references are entirely missing, you can add them using this form.