Calculation of exposure profiles and sensitivities of options under the Heston and the Heston Hull-White models (Q4604870)
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scientific article; zbMATH DE number 6847271
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| English | Calculation of exposure profiles and sensitivities of options under the Heston and the Heston Hull-White models |
scientific article; zbMATH DE number 6847271 |
Statements
Calculation of Exposure Profiles and Sensitivities of Options under the Heston and the Heston Hull-White Models (English)
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6 March 2018
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0.8147484064102173
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0.8038347959518433
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0.8023586869239807
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0.7911508083343506
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0.7638257741928101
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