A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (Q1713146)
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English | A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' |
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A note on ``A closed-form pricing formula for European options under the Heston model with stochastic interest rate'' (English)
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24 January 2019
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European option
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affine model
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Heston-CIR
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