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Analysis of an affine version of the Heston–Hull–White option pricing partial differential equation

✍ Scribed by Guo, Shimin; Grzelak, Lech A.; Oosterlee, Cornelis W.


Book ID
125453230
Publisher
Elsevier Science
Year
2013
Tongue
English
Weight
734 KB
Volume
72
Category
Article
ISSN
0168-9274

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