Series Expansions and Direct Inversion for the Heston Model (Q4988549)

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scientific article; zbMATH DE number 7348560
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Series Expansions and Direct Inversion for the Heston Model
scientific article; zbMATH DE number 7348560

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    Series Expansions and Direct Inversion for the Heston Model (English)
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    17 May 2021
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    series expansion
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    direct inversion
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    Chebyshev approximation
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    stochastic volatility
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