在Heston随机波动模型描述的标的资产上对奇异路径依赖期权定价的数值方法

A numerical method to price exotic path-dependent options on an underlying described by the Heston stochastic volatility model

• Luca Vincenzo Ballestra
• Graziella Pacelli
• Francesco Zirilli · 罗马大学 通讯