Mixed fractional Heston model and the pricing of American options (Q1675943)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Mixed fractional Heston model and the pricing of American options |
scientific article |
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Mixed fractional Heston model and the pricing of American options (English)
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3 November 2017
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Heston model
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mixed fractional Brownian motion
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Euler discretization method
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American option
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