A PARSIMONIOUS MULTI-ASSET HESTON MODEL: CALIBRATION AND DERIVATIVE PRICING (Q3225031): Difference between revisions

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+Financial Modelling with Jump Processes
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+Option pricing when correlations are stochastic: an analytical framework
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+A multifactor volatility Heston model
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+Q4509488
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+Continuous Time Wishart Process for Stochastic Risk
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