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"On the pricing of forward starting options in Heston's model on stochastic ..."

Susanne Kruse, Ulrich Nögel (2005)

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DOI: 10.1007/S00780-004-0146-3

access: closed

type: Journal Article

metadata version: 2020-07-22

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Susanne Kruse, Ulrich Nögel:
On the pricing of forward starting options in Heston's model on stochastic volatility. Finance Stochastics 9(2): 233-250 (2005)

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