Pages that link to "Item:Q5459530"
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The following pages link to A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q5459530):
Displayed 3 items.
- Valuing options in Heston's stochastic volatility model: another analytical approach (Q642746) (← links)
- Comment on: A Note on the Discontinuity Problem in Heston's Stochastic Volatility Model (Q2786212) (← links)
- PRICING JOINT CLAIMS ON AN ASSET AND ITS REALIZED VARIANCE IN STOCHASTIC VOLATILITY MODELS (Q4916242) (← links)