Monotonicity of prices in Heston model (Q2841333)
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scientific article; zbMATH DE number 6191020
| Language | Label | Description | Also known as |
|---|---|---|---|
| English | Monotonicity of prices in Heston model |
scientific article; zbMATH DE number 6191020 |
Statements
24 July 2013
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Heston model
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price monotonicity
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European put options
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maximum principle
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correlation
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Monotonicity of prices in Heston model (English)
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