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Revision as of 19:00, 5 March 2024
scientific article; zbMATH DE number 7301066
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| English | No label defined |
scientific article; zbMATH DE number 7301066 |
Statements
25 January 2021
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Heston-CIR hybrid model
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realized variance
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stochastic interest rate
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stochastic volatility
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variance swap
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generalized Fourier transform
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