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]
@inproceedings{ZhangS03-4,
title = {Pricing S&P 500 index options with Heston's model},
author = {Jin E. Zhang and Jinghong Shu},
year = {2003},
doi = {10.1109/CIFER.2003.1196246},
url = {http://dx.doi.org/10.1109/CIFER.2003.1196246},
researchr = {https://researchr.org/publication/ZhangS03-4},
cites = {0},
citedby = {0},
pages = {85-92},
booktitle = {2003 IEEE International Conference on Computational Intelligence for Financial Engineering, CIFEr 2003, Hong Kong, March 20-23, 2003},
publisher = {IEEE},
isbn = {0-7803-7654-4},
}