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~person:"Chan, Jiun Hong"
~subject:"Black-Scholes model"
~subject:"Monetary policy"
~subject:"Option pricing theory"
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Search: subject_exact:"Stochastische Volatilität"
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Chan, Jiun Hong
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Working papers / Centre for Actuarial Studies, Department of Economics, The University of Melbourne
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First and second order Greeks in the Heston model
Chan, Jiun Hong
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Joshi, Mark S.
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2010
Persistent link: https://www.econbiz.de/10008806607
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Fast and accurate long stepping simulation of the Heston stochastic volatility model
Chan, Jiun Hong
;
Joshi, Mark S.
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2010
Persistent link: https://www.econbiz.de/10008806610
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