Valuation of power options under Heston's stochastic volatility model
Work
Year: 2012
Type: article
Institutions Korea University, Gachon University
Cites: 25
Cited by: 24
Related to: 10
FWCI: 1.494
Citation percentile (by year/subfield): 97.62
Subfield: Finance
Domain: Social Sciences
Open Access status: closed
Funders Gachon University, National Research Foundation of Korea, Ministry of Education, Science and Technology
Grant IDS 10551, , 2011-0004133