Elisa Alòs. A decomposition formula for option prices in the Heston model and applications to option pricing approximation. Finance and Stochastics, 16(3):403-422, 2012. [doi]
@article{Alos12,
title = {A decomposition formula for option prices in the Heston model and applications to option pricing approximation},
author = {Elisa Alòs},
year = {2012},
doi = {10.1007/s00780-012-0177-0},
url = {http://dx.doi.org/10.1007/s00780-012-0177-0},
researchr = {https://researchr.org/publication/Alos12},
cites = {0},
citedby = {0},
journal = {Finance and Stochastics},
volume = {16},
number = {3},
pages = {403-422},
}