Browsing School of Pure and Applied Sciences by Subject "Homotopy analysis method."

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    • Pricing floating strike lookback put option under heston stochastic volatility 

      Wirtu, Teferi Dereje; Ngare, Philip; Kube, Ananda (International Research Publication House, 2017)
      The pricing problems of the exotic options in the finance do not have the analytic solutions under stochastic volatility and so it is difficult to calculate the option prices or at least it requires much of time to compute ...