A note on "A closed-form pricing formula for European options under the Heston model with stochastic interest rate"

Xinfeng Ruan, Wenjun Zhang. A note on "A closed-form pricing formula for European options under the Heston model with stochastic interest rate". J. Computational Applied Mathematics, 350:55-56, 2019. [doi]

Authors

Xinfeng Ruan

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Wenjun Zhang

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