TY  - BOOK
AU  - Rouah,Fabrice
ED  - ebrary, Inc.
TI  - The Heston model and its extensions in Matlab and C#
AV  - HG6024.A3 R6777 2013eb
U1  - 332.64/53028553 23
PY  - 2013///
CY  - Hoboken, N.J.
PB  - John Wiley & Sons, Inc.
KW  - MATLAB
KW  - Options (Finance)
KW  - Mathematical models
KW  - Prices
KW  - Finance
KW  - C# (Computer program language)
KW  - Electronic books
KW  - local
N1  - Includes bibliographical references and index; The Heston model for European options -- Integration issues, parameter effects, and variance modeling -- Derivations using the Fourier transform -- The fundamental approach to pricing options; Electronic reproduction; Palo Alto, Calif.; ebrary; 2013; Available via World Wide Web; Access may be limited to ebrary affiliated libraries
UR  - http://site.ebrary.com/lib/strathmore/Doc?id=10748713
ER  -