Weak approximation of Heston model by discrete random variables (Q2228636)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Weak approximation of Heston model by discrete random variables |
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Weak approximation of Heston model by discrete random variables (English)
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19 February 2021
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Heston model
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CIR
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weak approximations
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split-step approximations
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option pricing
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