Black-Scholes formula - a Heston approach

Authors

Keywords:

Black-Scholes model, Heston model, comparing analytic solutions

Abstract

In this paper we will compare Black-Scholes formula with a particular case of Heston formula, both solutions of the same problem.

Author Biographies

  • Bodgan Patrut, Vasile Alecsandri University of Bacau, Faculty of Sciences

    Vasile Alecsandri University of Bacau, Faculty of Sciences

  • Tiberiu Socaciu, Stefan cel Mare University of Suceava, Faculty of Economics and Public Administration

    Stefan cel Mare University of Suceava, Faculty of Economics and Public Administration

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Published

2025-07-15

Issue

Vol. 6 No. 1 (2015): Volume 6, Issue 1, Year 2015

Section

Articles