Option valuation with the Heston model
This thesis is divided into two parts. The first part explains the theoretical background of option valuation and guides through the actual derivation of the Heston Model. The model is explained, examined and optimized. To value American options in the Heston model as well, the Finite Difference Met...
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| Formato: | masterThesis |
| Idioma: | eng |
| Publicado em: |
2022
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| Assuntos: | |
| Texto completo: | http://hdl.handle.net/10071/26228 |
| País: | Portugal |
| Oai: | oai:repositorio.iscte-iul.pt:10071/26228 |