A new simple tree approach for the Heston's stochastic volatility model (Q2203258)
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scientific article
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A new simple tree approach for the Heston's stochastic volatility model |
scientific article |
Statements
A new simple tree approach for the Heston's stochastic volatility model (English)
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5 October 2020
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options pricing
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Heston model
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regime-switching model
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trinomial tree method
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finite difference method
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