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Time Dependent Heston Model

✍ Scribed by Benhamou, E.; Gobet, E.; Miri, M.

No coin nor oath required. For personal study only.

📜 SIMILAR VOLUMES

Heston Model: The Variance Swap Calibrat

✍ Florence Guillaume, Wim Schoutens 📂 Article 📅 2013 🏛 Springer 🌐 English ⚖ 647 KB

The Heston Model and Its Extensions in M

✍ Rouah, Fabrice Douglas 📂 Article 📅 2013 🏛 John Wiley & Sons, Inc. 🌐 English ⚖ 678 KB

The Heston Model and Its Extensions in M

✍ Rouah, Fabrice Douglas 📂 Article 📅 2013 🏛 John Wiley & Sons, Inc. 🌐 English ⚖ 1002 KB

COMPLEX LOGARITHMS IN HESTON-LIKE MODELS

✍ Roger Lord; Christian Kahl 📂 Article 📅 2010 🏛 John Wiley and Sons 🌐 English ⚖ 203 KB

Optimal time-consistent investment and r

✍ Zhongfei Li; Yan Zeng; Yongzeng Lai 📂 Article 📅 2012 🏛 Elsevier Science 🌐 English ⚖ 802 KB

The large-maturity smile for the Heston

✍ Martin Forde; Antoine Jacquier 📂 Article 📅 2010 🏛 Springer-Verlag 🌐 English ⚖ 865 KB