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Property / author: Song-Ping Zhu / rank
 
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Property / full work available at URL: https://doi.org/10.1016/j.camwa.2016.02.023 / rank
 
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Latest revision as of 19:15, 23 July 2024

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An alternative form used to calibrate the Heston option pricing model
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    An alternative form used to calibrate the Heston option pricing model (English)
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    12 October 2020
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    alternative form
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    Heston model
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    affine solution
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    empirical studies
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