Theoretical Economics Letters

Vol.2 No.1(2012), Paper ID 17350, 5 pages

DOI:10.4236/tel.2012.21003

 

Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model

 

Oleksandr Zhylyevskyy

 

Department of Economics, Iowa State University, Ames, IA, USA

 

Copyright © 2012 Oleksandr Zhylyevskyy et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

 

How to Cite this Article

Zhylyevskyy, O. (2012) Efficient Pricing of European-Style Options under Heston’s Stochastic Volatility Model. Theoretical Economics Letters, 2, 16-20. doi: 10.4236/tel.2012.21003.
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