Option prices under stochastic volatility (Q1761552)

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Option prices under stochastic volatility
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    title
    Option prices under stochastic volatility (English)
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    author
    Jiguang Han
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    Ming Gao
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    Qiang Zhang
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    Yutian Li
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    publication date
    15 November 2012
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    zbMATH Keywords
    option pricing
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    stochastic volatility
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    Heston model
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    Identifiers

    zbMATH DE Number
    6106985
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