Testing the Heston model and its extensions on option prices

Moyaert, Thibaut

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Details

Supervisors: Petitjean, Mikael
Degree label: Master [120] en sciences de gestion

Citations

Moyaert, T. (2009). Testing the Heston model and its extensions on option prices. https://dial-mem.test.bib.ucl.ac.be/handle/2078.2/7254