THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION (Q2941062)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION |
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THE HESTON STOCHASTIC-LOCAL VOLATILITY MODEL: EFFICIENT MONTE CARLO SIMULATION (English)
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21 January 2015
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Heston stochastic-local volatility
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stochastic volatility
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local volatility
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Heston
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hybrid models
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calibration
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Monte Carlo
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