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"Series Expansions and Direct Inversion for the Heston Model."

Simon J. A. Malham, Jiaqi Shen, Anke Wiese (2021)

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DOI: 10.1137/19M126791X

access: closed

type: Journal Article

metadata version: 2021-04-29

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  - https://dblp.org/rec/journals/siamfm/MalhamSW21
Simon J. A. Malham, Jiaqi Shen, Anke Wiese:
Series Expansions and Direct Inversion for the Heston Model. SIAM J. Financial Math. 12(1): 487-549 (2021)

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