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Applied Stochastic Models in Business and Industry 2019 / 06

Multifactor Heston's stochastic volatility model for European option pricing

Veng, Sotheara, Yoon, Ji‐Hun, Choi, Sun‐Yong
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Language:
english
Journal:
Applied Stochastic Models in Business and Industry
DOI:
10.1002/asmb.2462
Date:
June, 2019
File:
PDF, 611 KB
english, 2019
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