An iterative splitting method for pricing European options under the Heston model (Q2660110)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An iterative splitting method for pricing European options under the Heston model |
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An iterative splitting method for pricing European options under the Heston model (English)
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29 March 2021
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option pricing
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Heston model
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operator splitting
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iterative method
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