Combined multiplicative-Heston model for stochastic volatility (Q2143315): Difference between revisions
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Revision as of 23:35, 1 February 2024
scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Combined multiplicative-Heston model for stochastic volatility |
scientific article |
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Combined multiplicative-Heston model for stochastic volatility (English)
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31 May 2022
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volatility
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Heston
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multiplicative
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beta prime
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distribution tails
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