ON THE HESTON MODEL WITH STOCHASTIC CORRELATION (Q2828053)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | ON THE HESTON MODEL WITH STOCHASTIC CORRELATION |
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ON THE HESTON MODEL WITH STOCHASTIC CORRELATION (English)
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24 October 2016
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Heston model
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stochastic correlation process
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Ornstein-Uhlenbeck process
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Jacobi process
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characteristic function
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affine diffusion process
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