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"An iterative splitting method for pricing European options under the ..."

Hongshan Li, Zhongyi Huang (2020)

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DOI: —

access: open

type: Informal or Other Publication

metadata version: 2020-04-01

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  - electronic edition @ arxiv.org (open access)
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  dblp key:
  - journals/corr/abs-2003-12934
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  persistent URL:
  - https://dblp.org/rec/journals/corr/abs-2003-12934
Hongshan Li, Zhongyi Huang:
An iterative splitting method for pricing European options under the Heston model. CoRR abs/2003.12934 (2020)

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