On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (Q3005361)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | On the valuation of fader and discrete barrier options in Heston's stochastic volatility model |
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On the valuation of fader and discrete barrier options in Heston's stochastic volatility model (English)
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7 June 2011
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exotic options
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Heston model
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characteristic function
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multidimensional FFT
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