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SSRN Electronic Journal 2015

An Explicitly Solvable Heston Model with Stochastic Interest Rate

Recchioni, Maria Cristina, Sun, Yu
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Year:
2015
Language:
english
Journal:
SSRN Electronic Journal
DOI:
10.2139/ssrn.2591572
File:
PDF, 527 KB
english, 2015
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