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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    Models with time-dependent parameters using transform methods: application to Heston's model
    scientific article; zbMATH DE number 900046149

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      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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