Black-Scholes formula - a Heston approach
Keywords:
Black-Scholes model, Heston model, comparing analytic solutions.Abstract
In this paper we will compare Black-Scholes formula with a particular case of Heston formula, both solutions of the same problem.Downloads
Published
2016-01-13
How to Cite
Patrut, B., & Socaciu, T. (2016). Black-Scholes formula - a Heston approach. BRAND. Broad Research in Accounting, Negotiation and Distribution, 6(1&2), pp 21-24. Retrieved from https://lumenpublishing.com/journals/index.php/brand/article/view/1724
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