The CTMC–heston model: Calibration and exotic option pricing with SWIFT

  1. Leitao, Á.
  2. Lars Kirkby, J.
  3. Ortiz-Gracia, L.
Journal:
Journal of Computational Finance

ISSN: 1755-2850,  1460-1559

Year of publication: 2020

Volume: 24

Issue: 4

Pages: 71-114

Type: Article

DOI: 10.21314/JCF.2020.398 GOOGLE SCHOLAR
Data source: Scopus