A multifactor volatility Heston model (Q3539544): Difference between revisions

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+Wishart processes
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+Normal rank
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+A YIELD‐FACTOR MODEL OF INTEREST RATES
@@ Property / cites work: A YIELD‐FACTOR MODEL OF INTEREST RATES / rank @@
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+Transform Analysis and Asset Pricing for Affine Jump-diffusions
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+A survey of nonsymmetric Riccati equations
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+SOLVABLE AFFINE TERM STRUCTURE MODELS
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+A Closed-Form Solution for Options with Stochastic Volatility with Applications to Bond and Currency Options
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