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Valuation of Power Options under Heston's Stochastic Volatility ModelValuation of Power Options under Heston's Stochastic Volatility Model
- Alternative Title
- Valuation of Power Options under Heston's Stochastic Volatility Model
- Authors
- 문경숙
- Issue Date
- 27-Jun-2008
- Place
- South Korea
Westin Chosun Hotel, Busan, Korea
- metadata.conference.dc.citation.conferenceName
- The 5th Conference of Asia-Pacific Association of Derivatives
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Collections - 경영대학 > 금융수학과 > 2. Conference Papers
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Related Researcher
- Moon, Kyoung Sook
- Business Administration (금융·빅데이터학부)