On the pricing of forward starting options in Heston's model on stochastic volatility

@article{Kruse2005OnTP,
  title={On the pricing of forward starting options in Heston's model on stochastic volatility},
  author={Susanne Kruse and Ulrich N{\"o}gel},
  journal={Finance and Stochastics},
  year={2005},
  volume={9},
  pages={233-250}
}