Quantitative Finance, Vol. 11, No. 5, May 2011, 693–709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

Author： Griebsch Susanne A.   Wystup Uwe  

Publisher： Routledge Ltd

ISSN： 1469-7688

Source： Quantitative Finance, Vol.11, Iss.8, 2011-08, pp. : 1271-1271

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