The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (Q2030533)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications |
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The complete Gaussian kernel in the multi-factor Heston model: option pricing and implied volatility applications (English)
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7 June 2021
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finance
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stochastic volatility models
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option pricing
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variance risk premium
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