Comparison of Option Pricing with Stochastic Volatility in Heston and Heston Nandi Model
Objective The significance of the capital market in driving the economic growth and development of a country necessitates a thorough examination of this market from multiple perspectives. Participating in this market invariably involves a heightened level of risk, prompting the emergence of various...
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| Main Authors: | , |
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| Format: | Article |
| Language: | fas |
| Published: |
University of Tehran
2023-12-01
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| Series: | تحقیقات مالی |
| Subjects: | |
| Online Access: | https://jfr.ut.ac.ir/article_96173_0671a816ca7c9eb94ea2ce23bc2173a2.pdf |
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