Select Publications

Book Chapters

Ziveyi J; Chiarella C; Ziogas A, 2011, 'Representation of American Option Prices Under Heston Stochastic Volatility Dynamics Using Integral Transforms', in Chiarella C; Novikov A (ed.), Contemporary Quantitative Finance: Essays in Honour of Eckhard Platen, Springer, New York, pp. 281 - 315, http://dx.doi.org/10.1007/978-3-642-03479-4_15


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