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subject:"Heston"
~isPartOf:"The journal of computational finance"
~person:"Kahl, Christian"
~person:"Kirkby, J. Lars"
~subject:"Stochastic process"
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The journal of computational finance
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The CTMC–Heston model : calibration and exotic option pricing with SWIFT
Leitao, Álvaro
;
Kirkby, J. Lars
;
Ortiz-Garcia, Luis
- In:
The journal of computational finance
24
(
2021
)
4
,
pp. 71-114
Persistent link: https://www.econbiz.de/10012544164
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