文章基本信息
- 标题：Black-Scholes formula - a Heston approach
- 本地全文：下载
- 作者：Bogdan Patrut ; Tiberiu Socaciu
- 期刊名称：BRAND. Broad Research in Accounting, Negotiation, and Distribution
- 印刷版ISSN：2067-8177
- 出版年度：2014
- 卷号：5
- 期号：1-2
- 页码：pp 21-24
- 语种：English
- 出版社：EduSoft
- 摘要：AbstractIn this paper we will compare Black-Scholes formula with a particular case of Heston formula, both solutions of the same problem.Keywords: Black-Scholes model, Heston model, comparing analytic solutions.
- 关键词：Mathematics
