A multifactor volatility Heston model (Q3539544)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A multifactor volatility Heston model |
scientific article |
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A multifactor volatility Heston model (English)
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18 November 2008
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stochastic volatility
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financial derivatives
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volatility modelling
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options pricing
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options volatility
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