Multifactor Heston's stochastic volatility model for European option pricing (Q6574625)
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scientific article; zbMATH DE number 7883152
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| English | Multifactor Heston's stochastic volatility model for European option pricing |
scientific article; zbMATH DE number 7883152 |
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Multifactor Heston's stochastic volatility model for European option pricing (English)
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18 July 2024
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asymptotic analysis
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European options
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Heston's model
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stochastic volatility
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