Valuation of power options under Heston's stochastic volatility model

Jerim Kim, Bara Kim, Kyoung Sook Moon, In Suk Wee

Research output: Contribution to journalArticlepeer-review

12 Citations (Scopus)

Fingerprint

Dive into the research topics of 'Valuation of power options under Heston's stochastic volatility model'. Together they form a unique fingerprint.

Business & Economics

Mathematics

Engineering & Materials Science