Oleg Kudryavtsev, Vasily Rodochenko, A Wiener-Hopf factorization approach for pricing barrier options in the Heston model

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Vol. 11, 2017, no. 2, 93-100

Oleg Kudryavtsev, Vasily Rodochenko
A Wiener-Hopf factorization approach for pricing barrier options in the Heston model
Applied Mathematical Sciences, Vol. 11, 2017, no. 2, 93-100
https://doi.org/10.12988/ams.2017.610254

Copyright © 2016 Oleg Kudryavtsev and Vasily Rodochenko. This article is distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.