2008•SSRN Electronic JournalOpen access

On the Valuation of Fader and Discrete Barrier Options in Heston's Stochastic Volatility Model

Susanne Griebsch, Uwe Wystup

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Key concepts: Stochastic volatility, Heston model, Valuation (finance), Valuation of options, Barrier option, Volatility (finance), Econometrics, Mathematics

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On the Valuation of Fader and Discrete Barrier Options in Heston's Stochastic Volatility Model — Research Paper | ScholarLens