ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (Q3166710)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL |
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ON PRICING CONTINGENT CLAIMS UNDER THE DOUBLE HESTON MODEL (English)
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15 October 2012
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double Heston model
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stochastic volatility
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discrete-time models
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