An explicitly solvable Heston model with stochastic interest rate (Q320946)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An explicitly solvable Heston model with stochastic interest rate |
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An explicitly solvable Heston model with stochastic interest rate (English)
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7 October 2016
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finance
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option pricing
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stochastic volatility models
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calibration procedure
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