AbstractsPhysics

Convexity of option prices in the Heston model

by Jian Wang




Institution: Uppsala University
Department:
Year: 2007
Keywords: Natural Sciences; Mathematics; Naturvetenskap; Matematik; MATHEMATICS; MATEMATIK; Masterprogram i matematik; Master Programme in Mathematics; fysik/kemi/matematik; Physics, Chemistry, Mathematics
Record ID: 1370644
Full text PDF: http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121212


Abstract