Time Dependent Heston Model (Q3563695)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Time Dependent Heston Model |
scientific article |
Statements
Time Dependent Heston Model (English)
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1 June 2010
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time dependent Heston model
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Cox-Ingersoll-Ross model
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Malliavin calculus
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asymptotic expansion
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volatility of volatility
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