Implied higher order moments in the Heston model: a case study of S\&P500 index (Q6089406): Difference between revisions

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+Reaching nirvana with a defaultable asset?
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+Fast Ninomiya–Victoir calibration of the double-mean-reverting model
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+A regime-switching Heston model for VIX and S&amp;P 500 implied volatilities
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+Revisiting corporate growth options in the presence of state-dependent cashflow risk
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