【作者(必填)】
【文题(必填)】
A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model
【年份(必填)】
Journal of Banking & Finance[size=0.8em]Volume 31, Issue 11, November 2007, Pages 3420–3437
【全文链接或数据库名称(选填)】
http://www.sciencedirect.com/sci ... i/S0378426607001331