MONOTONICITY OF PRICES IN HESTON MODEL (Q2841333): Difference between revisions
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Latest revision as of 10:53, 30 July 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | MONOTONICITY OF PRICES IN HESTON MODEL |
scientific article |
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MONOTONICITY OF PRICES IN HESTON MODEL (English)
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24 July 2013
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Heston model
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price monotonicity
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European put options
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maximum principle
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correlation
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