Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates (Q4561924): Difference between revisions

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Latest revision as of 15:50, 17 July 2024

scientific article; zbMATH DE number 6993386
Language Label Description Also known as
English
Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates
scientific article; zbMATH DE number 6993386

    Statements

    Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates (English)
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    13 December 2018
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    option pricing
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    Heston stochastic volatility model
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    forward start options
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    interest rates
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