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Document type:
Sammelbandbeitrag / Paper in Collective Volume
Title:
Valuation of Options in Heston's Stochastic Volatility Model Using Finite Element Methods
Collection title:
Foreign Exchange Risk
Collection subtitle:
Models, Instruments and Strategies
Collection editors:
Hakala, Jurgen; Wystup, Uwe
Place of publication:
London
Publisher:
Risk Books
Year:
2002
Pages from - to:
283-303
Language:
Englisch
ISBN:
9781899332373
Department:
Fakultät für Bauingenieurwesen und Umweltwissenschaften
Institute:
BAU 1 - Institut für Mathematik und Bauinformatik
Chair:
Apel, Thomas
Open Access yes or no?:
Nein / No
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