Valuation of power options under Heston's stochastic volatility model
Author:
Publisher
Elsevier BV
Subject
Applied Mathematics,Control and Optimization,Economics and Econometrics
Reference25 articles.
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4. Empirical performance of alternative option pricing models;Bakshi;The Journal of Finance,1997
5. The pricing of options and corporate liabilities;Black;Journal of Political Economy,1973
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