Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates (Q4561924): Difference between revisions
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scientific article; zbMATH DE number 6993386
Language | Label | Description | Also known as |
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English | Forward Start Foreign Exchange Options Under Heston’s Volatility and the CIR Interest Rates |
scientific article; zbMATH DE number 6993386 |
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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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