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Abstract and Applied Analysis
Volume 2013 (2013), Article ID 246724, 11 pages
http://dx.doi.org/10.1155/2013/246724
Research Article

Removing the Correlation Term in Option Pricing Heston Model: Numerical Analysis and Computing

Instituto Universitario de Matemática Multidisciplinar, Universitat Politècnica de València, Camino de Vera s/n, 46022 Valencia, Spain

Received 23 March 2013; Revised 18 May 2013; Accepted 20 May 2013

Academic Editor: T. Diagana

Copyright © 2013 R. Company et al. This is an open access article distributed under the Creative Commons Attribution License, which permits unrestricted use, distribution, and reproduction in any medium, provided the original work is properly cited.

How to Cite this Article

R. Company, L. Jódar, M. Fakharany, and M.-C. Casabán, “Removing the Correlation Term in Option Pricing Heston Model: Numerical Analysis and Computing,” Abstract and Applied Analysis, vol. 2013, Article ID 246724, 11 pages, 2013. doi:10.1155/2013/246724