Models with time-dependent parameters using transform methods: application to Heston's model (Q6206498)
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scientific article; zbMATH DE number 900046149
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| English | Models with time-dependent parameters using transform methods: application to Heston's model |
scientific article; zbMATH DE number 900046149 |
Statements
15 August 2007
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q-fin.PR
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math.PR
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stat.ME
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