A robust spectral method for solving Heston's model (Q2247922)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | A robust spectral method for solving Heston's model |
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A robust spectral method for solving Heston's model (English)
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30 June 2014
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Heston's volatility model
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spectral methods
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Laplace transform
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stochastic volatility
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