Uncertainty quantification and Heston model (Q2311188)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Uncertainty quantification and Heston model |
scientific article |
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Uncertainty quantification and Heston model (English)
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10 July 2019
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stochastic collocation
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uncertainty quantification
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implied volatility
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Heston model
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