Option pricing under double Heston model with approximative fractional stochastic volatility (Q6483899)

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scientific article; zbMATH DE number 7461412
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Option pricing under double Heston model with approximative fractional stochastic volatility
scientific article; zbMATH DE number 7461412

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    Option pricing under double Heston model with approximative fractional stochastic volatility (English)
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    21 January 2022
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