A tree-based method to price American options in the Heston model (Q3639923)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A tree-based method to price American options in the Heston model |
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A tree-based method to price American options in the Heston model (English)
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26 October 2009
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Heston process
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American option
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stochastic volatility
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tree-based methods
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