Mixed fractional Heston model and the pricing of American options

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Publication:1675943

DOI10.1016/j.cam.2017.08.002zbMath1376.91162OpenAlexW2753486022MaRDI QIDQ1675943

Peng Zhang

Publication date: 3 November 2017

Published in: Journal of Computational and Applied Mathematics (Search for Journal in Brave)

Full work available at URL: https://doi.org/10.1016/j.cam.2017.08.002




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