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~accessRights:"restricted"
~person:"He, Xin-Jiang"
~person:"Korn, Ralf"
~subject:"Stochastic volatility"
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Stochastic volatility
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He, Xin-Jiang
Korn, Ralf
Cui, Zhenyu
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A closed-form pricing formula for European options under a new stochastic volatility model with a stochastic long-term mean
He, Xin-Jiang
;
Chen, Wenting
- In:
Mathematics and financial economics
15
(
2021
)
2
,
pp. 381-396
Persistent link: https://www.econbiz.de/10012500035
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2
Analytically pricing European options under a new two-factor Heston model with regime switching
Lin, Sha
;
He, Xin-Jiang
- In:
Computational economics
59
(
2022
)
3
,
pp. 1069-1085
Persistent link: https://www.econbiz.de/10013169219
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