An extension of Heston's SV model to stochastic interest rates (Q2423541)
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| Language | Label | Description | Also known as |
|---|---|---|---|
| English | An extension of Heston's SV model to stochastic interest rates |
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An extension of Heston's SV model to stochastic interest rates (English)
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20 June 2019
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stochastic volatility
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stochastic interest rates
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option pricing
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