Markovian projection onto a Heston model (Q3639925)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Markovian projection onto a Heston model |
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Markovian projection onto a Heston model (English)
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26 October 2009
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European option
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Heston process
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multidimensional Markovian projection
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basket option
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