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"Calibration of the double Heston model and an analytical formula in ..."

Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi (2021)

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DOI: 10.1016/J.CAM.2021.113422

access: closed

type: Journal Article

metadata version: 2021-04-08

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  - journals/jcam/MehrdoustNH21
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Farshid Mehrdoust, Idin Noorani, Abdelouahed Hamdi:
Calibration of the double Heston model and an analytical formula in pricing American put option. J. Comput. Appl. Math. 392: 113422 (2021)

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