Option Pricing Model with SV for Asian Puts by ADI Method


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About The Book

The purpose of this book is to verify whether the Original Heston option pricing model fits in quantitative finance research is the valuation of option derivatives. From the book reader will get a complete concept of how Alternating Direction Implicit Method is fast and accurate and can be easily extended to other types of financial derivatives with an Asian-style exercise. This book is very helpful for the researcher of financial mathematics.
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