Romo Grau, E. (2020). Extension of the SWIFT option pricing scheme for european options calibration under Heston stochastic volatility model.
Citación estilo ChicagoRomo Grau, Eudald. Extension of the SWIFT Option Pricing Scheme for European Options Calibration Under Heston Stochastic Volatility Model. 2020.
Cita MLARomo Grau, Eudald. Extension of the SWIFT Option Pricing Scheme for European Options Calibration Under Heston Stochastic Volatility Model. 2020.
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