Asymptotic expansion formula of option price under multifactor Heston model (Q2398581)

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Asymptotic expansion formula of option price under multifactor Heston model
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    Asymptotic expansion formula of option price under multifactor Heston model (English)
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    16 August 2017
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    asymptotic expansion
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    Malliavin calculus
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    multifactor Heston model
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    option pricing
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    stochastic volatility
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    variance swap
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