High-order approximations to call option prices in the Heston model
2008 ◽
Vol 6
(3)
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pp. 557-568
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2015 ◽
Vol 39
(4)
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pp. 1329-1342
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Keyword(s):
2015 ◽
Vol 18
(06)
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pp. 1550036
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Keyword(s):
2009 ◽
Vol 13
(2)
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pp. 329-347
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2013 ◽
Vol 25
(1)
◽
pp. 27-43
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Keyword(s):