Combined multiplicative-Heston model for stochastic volatility
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Publication:2143315
DOI10.1016/J.PHYSA.2020.125263OpenAlexW3087102017MaRDI QIDQ2143315
R. A. Serota, M. Dashti. Moghaddam
Publication date: 31 May 2022
Published in: Physica A (Search for Journal in Brave)
Full work available at URL: https://arxiv.org/abs/1807.10793
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