Quantitative Finance, Vol. 11, No. 5, May 2011, 693-709 On the valuation of fader and discrete barrier options in Heston's stochastic volatility model

Susanne Griebsch and Uwe Wystup

Quantitative Finance, 2011, vol. 11, issue 8, 1271-1271

Date: 2011
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DOI: 10.1080/14697688.2011.605316

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