Person:6130490

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List of research outcomes

This list is not complete and representing at the moment only items from zbMATH Open and arXiv. We are working on additional sources - please check back here soon!

PublicationDate of PublicationType
Valuing a European option under the Heston model with interest rate2024-10-17Paper
Valuing Option Under Double Heston Jump-Diffusion Model with Stochastic Interest Rate and Approximative Fractional Brownian Motion
Lecture Notes in Networks and Systems
2024-04-03Paper


Research outcomes over time


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