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Joining the Heston and a three-factor short rate model : a closed-form approach
Horsky, Roman
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Sayer, Tilman
- In:
International journal of theoretical and applied finance
18
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2015
)
8
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pp. 1-17
Persistent link: https://www.econbiz.de/10011419421
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Computation of the delta of European options under stochastic volatility models
Yolcu-Okur, Yeliz
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Sayer, Tilman
;
Yilmaz, Bilgi
; …
- In:
Computational Management Science : CMS
15
(
2018
)
2
,
pp. 213-237
Persistent link: https://www.econbiz.de/10011876576
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Pricing American options in the Heston model : a close look at incorporating correlation
Ruckdeschel, Peter
;
Sayer, Tilman
;
Szimayer, Alexander
- In:
The journal of derivatives : the official publication …
20
(
2012
)
3
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pp. 9-29
Persistent link: https://www.econbiz.de/10009725351
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