Calibration and simulation of Heston model (Q2364763)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Calibration and simulation of Heston model |
scientific article |
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Calibration and simulation of Heston model (English)
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25 July 2017
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Heston model
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stochastic volatility
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option pricing
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Monte Carlo simulation
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calibration
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