Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme Oleksandr Zhylyevskyy1 February 12, 2005

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		Pricing American-style Derivatives under the Heston Model Dynamics: A Fast Fourier Transformation in the Geske–Johnson Scheme Oleksandr Zhylyevskyy1 February 12, 2005 Add to Reading List Source URL: comp-econ.org Download Document from Source Website File Size: 988,12 KB Share Document on Facebook