A robust spectral method for solving Heston's model (Q2247922): Difference between revisions

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Latest revision as of 16:25, 8 July 2024

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A robust spectral method for solving Heston's model
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    A robust spectral method for solving Heston's model (English)
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    30 June 2014
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    Heston's volatility model
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    spectral methods
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    Laplace transform
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    stochastic volatility
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