Pricing of foreign exchange options under the Heston stochastic volatility model and CIR interest rates
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Publication:5397431
DOI10.1080/14697688.2013.769688zbMath1281.91150OpenAlexW1986044066MaRDI QIDQ5397431
Publication date: 20 February 2014
Published in: Quantitative Finance (Search for Journal in Brave)
Full work available at URL: https://doi.org/10.1080/14697688.2013.769688
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