An alternative form used to calibrate the Heston option pricing model (Q2007219)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An alternative form used to calibrate the Heston option pricing model |
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An alternative form used to calibrate the Heston option pricing model (English)
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12 October 2020
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alternative form
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Heston model
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affine solution
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empirical studies
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