In this paper, we consider the valuation of European and path-dependent options in foreign exchange markets when the currency exchange rate evolves according to the Heston model combined with the ...
Proceedings of the National Academy of Sciences of the United States of America, Vol. 94, No. 17 (Aug. 19, 1997), pp. 8936-8938 (3 pages) ...
Some results have been hidden because they may be inaccessible to you
Show inaccessible results
Feedback