Pricing S&P 500 index options with Heston's model

Jin E. Zhang, Jinghong Shu. Pricing S&P 500 index options with Heston's model. In 2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003. pages 85-92, IEEE, 2003. [doi]

Authors

Jin E. Zhang

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Jinghong Shu

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