Distance to the line in the Heston model (Q511233)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Distance to the line in the Heston model |
scientific article |
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Distance to the line in the Heston model (English)
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14 February 2017
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Heston manifold
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distance to the line
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level sets
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minimization problems
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implied volatility
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