Convexity of option prices in the Heston model

Convexity of option prices in the Heston model

Bibliographic Details
Main Author:	Wang, Jian
Format:	Others
Language:	English
Published:	Uppsala universitet, Matematiska institutionen 2007
Subjects:	MATHEMATICS MATEMATIK
Online Access:	http://urn.kb.se/resolve?urn=urn:nbn:se:uu:diva-121212

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