About the method of solution an option price equation in the Heston model
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| Date: | 2012 |
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| Main Authors: | , |
| Format: | Article |
| Language: | English |
| Published: |
2012
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| Series: | Applied problems of mechanics and mathematics |
| Online Access: | http://jnas.nbuv.gov.ua/article/UJRN-0000422941 |
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| Journal Title: | Library portal of National Academy of Sciences of Ukraine | LibNAS |
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Library portal of National Academy of Sciences of Ukraine | LibNAS| id |
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open-sciencenbuvgovua-915372024-04-17T16:42:34Z About the method of solution an option price equation in the Heston model V. S. Yanishevskyi R. V. Feshchur 1810-3022 2012 en Applied problems of mechanics and mathematics http://jnas.nbuv.gov.ua/article/UJRN-0000422941 Article |
| institution |
Library portal of National Academy of Sciences of Ukraine | LibNAS |
| collection |
Open-Science |
| language |
English |
| series |
Applied problems of mechanics and mathematics |
| spellingShingle |
Applied problems of mechanics and mathematics V. S. Yanishevskyi R. V. Feshchur About the method of solution an option price equation in the Heston model |
| format |
Article |
| author |
V. S. Yanishevskyi R. V. Feshchur |
| author_facet |
V. S. Yanishevskyi R. V. Feshchur |
| author_sort |
V. S. Yanishevskyi |
| title |
About the method of solution an option price equation in the Heston model |
| title_short |
About the method of solution an option price equation in the Heston model |
| title_full |
About the method of solution an option price equation in the Heston model |
| title_fullStr |
About the method of solution an option price equation in the Heston model |
| title_full_unstemmed |
About the method of solution an option price equation in the Heston model |
| title_sort |
about the method of solution an option price equation in the heston model |
| publishDate |
2012 |
| url |
http://jnas.nbuv.gov.ua/article/UJRN-0000422941 |
| work_keys_str_mv |
AT vsyanishevskyi aboutthemethodofsolutionanoptionpriceequationinthehestonmodel AT rvfeshchur aboutthemethodofsolutionanoptionpriceequationinthehestonmodel |
| first_indexed |
2025-07-22T12:37:28Z |
| last_indexed |
2025-07-22T12:37:28Z |
| _version_ |
1838351196528574464 |