A closed-form pricing formula for European options under the Heston model with stochastic interest rate (Q1743938): Difference between revisions
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English | A closed-form pricing formula for European options under the Heston model with stochastic interest rate |
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A closed-form pricing formula for European options under the Heston model with stochastic interest rate (English)
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16 April 2018
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European option
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series solution
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stochastic interest rate
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convergence
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